-5.1%
ROL vs PPG
-24.6%
+19.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.5% |
| 7D | -3.2% | -5.1% | +1.9% | -2.1% |
| 30D | -6.6% | -9.6% | +2.9% | -4.5% |
| 3M | -27.3% | -6.4% | -20.9% | -26.4% |
| 6M | -38.1% | +0.5% | -38.6% | -38.6% |
| YTD | -41.8% | +4.4% | -46.2% | -43.0% |
| 1Y | -37.8% | -0.9% | -36.9% | -38.4% |
| 3Y | -0.3% | -17.0% | +16.6% | +1.8% |
| 5Y | -5.1% | -23.7% | +18.6% | -2.0% |
| All | -5.1% | -24.6% | +19.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling