+9,850.6%
ROL vs PPG
+3,036.2%
+6,814.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +0.7% | +2.2% | +2.7% |
| 30D | +19.8% | +17.6% | +2.2% | +12.9% |
| 3M | +7.9% | +7.5% | +0.4% | +5.0% |
| 6M | -25.6% | +17.6% | -43.3% | -30.4% |
| YTD | -34.1% | +22.6% | -56.7% | -39.9% |
| 1Y | -31.4% | +28.0% | -59.4% | -38.4% |
| 3Y | +4.7% | +1.8% | +2.9% | +0.2% |
| 5Y | +15.6% | -15.5% | +31.1% | +15.4% |
| 10Y | +220.6% | +54.9% | +165.7% | +140.7% |
| All | +9,850.6% | +3,036.2% | +6,814.4% | +3,104.6% |
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