-17.0%
PPG vs TRU
-1.3%
-15.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | -6.2% | -2.7% | -3.5% | -5.6% |
| 30D | -7.9% | -2.0% | -5.9% | -7.6% |
| 3M | -10.2% | +18.4% | -28.7% | -14.5% |
| 6M | +2.7% | +8.9% | -6.2% | -0.4% |
| YTD | +4.9% | -8.9% | +13.8% | +5.9% |
| 1Y | -3.2% | -15.9% | +12.7% | -0.4% |
| 3Y | -17.0% | -1.1% | -15.9% | -14.7% |
| All | -17.0% | -1.3% | -15.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling