+10.3%
PPG vs TRU
+228.8%
-218.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.3% |
| 30D | -7.9% | -2.0% | -5.9% | -7.5% |
| 3M | -10.2% | +18.4% | -28.7% | -16.4% |
| 6M | +2.7% | +8.9% | -6.2% | -1.8% |
| YTD | +4.9% | -8.9% | +13.8% | +6.2% |
| 1Y | -3.2% | -15.9% | +12.7% | +0.5% |
| 3Y | -17.0% | -1.1% | -15.9% | -23.6% |
| 5Y | -23.3% | -35.2% | +11.9% | -18.0% |
| 10Y | +26.4% | +145.3% | -118.9% | -19.4% |
| All | +10.3% | +228.8% | -218.5% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling