+8,694.2%
ROL vs PPG
+2,625.9%
+6,068.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.3% |
| 7D | -3.3% | -3.7% | +0.5% | -2.0% |
| 30D | -7.2% | -7.2% | 0.0% | -4.7% |
| 3M | -27.0% | -7.3% | -19.6% | -25.3% |
| 6M | -39.5% | +0.3% | -39.8% | -40.2% |
| YTD | -41.8% | +6.5% | -48.3% | -44.0% |
| 1Y | -38.9% | +0.5% | -39.4% | -40.1% |
| 3Y | -0.4% | -15.3% | +14.9% | +1.9% |
| 5Y | -4.2% | -22.9% | +18.7% | -1.2% |
| 10Y | +208.2% | +28.4% | +179.8% | +147.8% |
| All | +8,694.2% | +2,625.9% | +6,068.3% | +2,882.1% |
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