+23.5%
PPG vs URA
+361.2%
-337.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.0% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | -9.6% | -0.4% | -9.2% | -9.7% |
| 3M | -6.4% | +6.3% | -12.7% | -8.1% |
| 6M | +0.5% | -14.0% | +14.5% | +3.2% |
| YTD | +4.4% | +5.3% | -0.9% | +1.4% |
| 1Y | -0.9% | +11.7% | -12.6% | -6.5% |
| 3Y | -17.0% | +109.8% | -126.8% | -36.3% |
| 5Y | -23.7% | +108.0% | -131.6% | -44.1% |
| All | +23.5% | +361.2% | -337.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling