-15.4%
ROP vs PPG
-24.6%
+9.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -8.0% | -5.1% | -2.8% | -6.5% |
| 30D | -2.7% | -9.6% | +6.8% | +0.3% |
| 3M | +16.6% | -6.4% | +23.0% | +18.4% |
| 6M | +10.4% | +0.5% | +9.9% | +8.5% |
| YTD | -12.1% | +4.4% | -16.5% | -15.5% |
| 1Y | -23.6% | -0.9% | -22.7% | -25.2% |
| 3Y | -19.3% | -17.0% | -2.4% | -16.7% |
| 5Y | -15.4% | -23.7% | +8.3% | -10.1% |
| All | -15.4% | -24.6% | +9.2% | -10.1% |
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 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