+206.6%
ROL vs PPG
+26.9%
+179.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -3.2% | -6.2% | +3.1% | -1.4% |
| 30D | -4.9% | -7.9% | +3.0% | -2.8% |
| 3M | -25.8% | -10.2% | -15.6% | -23.8% |
| 6M | -37.6% | +2.7% | -40.2% | -38.5% |
| YTD | -41.5% | +4.9% | -46.4% | -43.0% |
| 1Y | -39.5% | -3.2% | -36.3% | -39.7% |
| 3Y | +0.1% | -17.0% | +17.1% | +2.8% |
| 5Y | -4.6% | -23.3% | +18.7% | -1.5% |
| All | +206.6% | +26.9% | +179.7% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling