+24,221.5%
ROP vs PPG
+1,651.5%
+22,570.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.5% |
| 30D | -1.6% | -7.8% | +6.1% | +2.0% |
| 3M | +18.8% | -2.2% | +21.0% | +19.1% |
| 6M | +8.2% | +4.1% | +4.1% | +4.0% |
| YTD | -10.5% | +9.1% | -19.6% | -16.4% |
| 1Y | -23.7% | +1.0% | -24.7% | -26.4% |
| 3Y | -17.9% | -13.3% | -4.6% | -16.5% |
| 5Y | -15.3% | -19.2% | +3.9% | -13.4% |
| 10Y | +133.4% | +25.9% | +107.5% | +82.3% |
| All | +24,221.5% | +1,651.5% | +22,570.0% | +6,681.3% |
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