+39,615.9%
RMD vs PPG
+1,030.1%
+38,585.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -4.7% | -3.7% | -1.0% | -3.5% |
| 30D | +0.2% | -7.2% | +7.4% | +2.9% |
| 3M | +12.0% | -7.3% | +19.3% | +14.7% |
| 6M | -12.5% | +0.3% | -12.8% | -13.2% |
| YTD | -7.9% | +6.5% | -14.5% | -10.8% |
| 1Y | -20.4% | +0.5% | -20.9% | -21.5% |
| 3Y | +53.1% | -15.3% | +68.4% | +58.6% |
| 5Y | -22.1% | -22.9% | +0.8% | -18.1% |
| 10Y | +275.4% | +28.4% | +247.0% | +219.2% |
| All | +39,615.9% | +1,030.1% | +38,585.9% | +15,195.1% |
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