+316.8%
PPG vs URA
-52.4%
+369.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +0.7% | -1.5% | +2.3% | +1.1% |
| 30D | +17.6% | -10.4% | +28.0% | +20.8% |
| 3M | +7.5% | -29.6% | +37.1% | +17.3% |
| 6M | +17.6% | -40.3% | +57.9% | +33.4% |
| YTD | +22.6% | -25.5% | +48.1% | +29.3% |
| 1Y | +28.0% | -26.4% | +54.4% | +34.8% |
| 3Y | +1.8% | +31.4% | -29.7% | -14.3% |
| 5Y | -15.5% | +28.6% | -44.1% | -31.2% |
| 10Y | +54.9% | +260.9% | -206.0% | -20.6% |
| All | +316.8% | -52.4% | +369.2% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling