-29.2%
ALB vs PPG
-16.1%
-13.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -0.9% |
| 7D | -8.6% | -3.7% | -4.9% | -5.8% |
| 30D | -4.0% | -7.2% | +3.2% | +1.9% |
| 3M | -17.4% | -7.3% | -10.0% | -13.5% |
| 6M | -25.4% | +0.3% | -25.6% | -28.2% |
| YTD | -10.5% | +6.5% | -17.1% | -21.3% |
| 1Y | +75.8% | +0.5% | +75.3% | +62.6% |
| All | -29.2% | -16.1% | -13.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling