-45.4%
ALB vs PPG
-24.1%
-21.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.8% |
| 7D | -6.6% | -6.2% | -0.4% | -2.1% |
| 30D | -8.1% | -7.9% | -0.2% | -2.4% |
| 3M | -25.7% | -10.2% | -15.5% | -20.6% |
| 6M | -29.5% | +2.7% | -32.1% | -32.7% |
| YTD | -16.2% | +4.9% | -21.1% | -22.7% |
| 1Y | +59.2% | -3.2% | +62.4% | +55.6% |
| 3Y | -33.7% | -17.0% | -16.7% | -25.7% |
| All | -45.4% | -24.1% | -21.3% | -38.5% |
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