+2,963.7%
ALB vs PPG
+1,159.0%
+1,804.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +4.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.5% |
| 30D | -1.2% | -7.8% | +6.6% | +4.2% |
| 3M | -13.3% | -2.2% | -11.1% | -13.0% |
| 6M | -19.8% | +4.1% | -23.9% | -23.3% |
| YTD | -7.9% | +9.1% | -17.0% | -15.5% |
| 1Y | +60.2% | +1.0% | +59.2% | +53.8% |
| 3Y | -26.4% | -13.3% | -13.2% | -19.4% |
| 5Y | -42.5% | -19.2% | -23.3% | -35.4% |
| 10Y | +83.0% | +25.9% | +57.1% | +50.5% |
| All | +2,963.7% | +1,159.0% | +1,804.6% | +736.6% |
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