-23.1%
PPG vs TRU
-35.6%
+12.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.4% |
| 30D | -7.9% | -2.0% | -5.9% | -7.5% |
| 3M | -10.2% | +18.4% | -28.7% | -15.8% |
| 6M | +2.7% | +8.9% | -6.2% | -1.4% |
| YTD | +4.9% | -8.9% | +13.8% | +6.2% |
| 1Y | -3.2% | -15.9% | +12.7% | +0.4% |
| 3Y | -17.0% | -1.1% | -15.9% | -21.7% |
| All | -23.1% | -35.6% | +12.5% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling