-17.0%
PPG vs USFR
+14.1%
-31.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.6% |
| 7D | -6.2% | +0.1% | -6.4% | -5.9% |
| 30D | -7.9% | +0.4% | -8.3% | -7.2% |
| 3M | -10.2% | +1.0% | -11.3% | -8.1% |
| 6M | +2.7% | +2.0% | +0.7% | +6.9% |
| YTD | +4.9% | +2.8% | +2.1% | +11.1% |
| 1Y | -3.2% | +4.1% | -7.3% | +5.8% |
| 3Y | -17.0% | +14.1% | -31.1% | +22.7% |
| All | -17.0% | +14.1% | -31.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling