+6,449.5%
ABT vs PPG
+2,625.9%
+3,823.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.4% |
| 7D | -4.7% | -3.7% | -1.0% | -3.7% |
| 30D | -3.1% | -7.2% | +4.1% | -1.0% |
| 3M | +16.1% | -7.3% | +23.5% | +18.4% |
| 6M | -5.3% | +0.3% | -5.6% | -6.2% |
| YTD | -14.4% | +6.5% | -21.0% | -17.0% |
| 1Y | -18.4% | +0.5% | -18.9% | -19.6% |
| 3Y | +11.2% | -15.3% | +26.5% | +13.3% |
| 5Y | -9.4% | -22.9% | +13.5% | -6.4% |
| 10Y | +209.7% | +28.4% | +181.4% | +167.4% |
| All | +6,449.5% | +2,625.9% | +3,823.6% | +2,253.7% |
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 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