-22.9%
PPG vs URA
+132.7%
-155.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -3.7% | +5.7% | -9.5% | -4.8% |
| 30D | -7.2% | +5.6% | -12.8% | -8.3% |
| 3M | -7.3% | +6.2% | -13.5% | -8.7% |
| 6M | +0.3% | -8.2% | +8.5% | +1.1% |
| YTD | +6.5% | +9.7% | -3.1% | +3.6% |
| 1Y | +0.5% | +17.0% | -16.4% | -4.5% |
| 3Y | -15.3% | +118.5% | -133.8% | -32.0% |
| 5Y | -22.9% | +134.3% | -157.2% | -41.0% |
| All | -22.9% | +132.7% | -155.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling