+16.0%
ROL vs PPG
-15.7%
+31.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +0.7% | +2.2% | +2.8% |
| 30D | +19.8% | +17.6% | +2.2% | +15.4% |
| 3M | +7.9% | +7.5% | +0.4% | +6.0% |
| 6M | -25.6% | +17.6% | -43.3% | -28.6% |
| YTD | -34.1% | +22.6% | -56.7% | -37.9% |
| 1Y | -31.4% | +28.0% | -59.4% | -36.0% |
| 3Y | +4.7% | +1.8% | +2.9% | +1.8% |
| All | +16.0% | -15.7% | +31.6% | +20.7% |
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