+152.6%
PR vs PPG
+29.9%
+122.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -16.4% | +2.4% | -18.8% | -17.5% |
| 30D | -1.9% | +16.5% | -18.4% | -8.7% |
| 3M | +8.0% | +5.1% | +2.8% | +4.6% |
| 6M | +4.1% | +11.1% | -7.0% | -3.4% |
| YTD | +58.7% | +21.7% | +37.0% | +37.6% |
| 1Y | +75.8% | +32.0% | +43.9% | +45.8% |
| 3Y | +73.2% | +2.8% | +70.4% | +60.3% |
| 5Y | +230.1% | -16.5% | +246.7% | +233.8% |
| 10Y | +67.4% | +59.3% | +8.0% | +34.3% |
| All | +152.6% | +29.9% | +122.6% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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