+288.6%
AZO vs PPG
+26.9%
+261.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -6.2% | +2.7% | -1.5% |
| 30D | -5.6% | -7.9% | +2.4% | -2.9% |
| 3M | -6.6% | -10.2% | +3.6% | -3.6% |
| 6M | -22.5% | +2.7% | -25.2% | -24.0% |
| YTD | -15.2% | +4.9% | -20.1% | -17.8% |
| 1Y | -33.9% | -3.2% | -30.7% | -34.2% |
| 3Y | +11.8% | -17.0% | +28.8% | +15.5% |
| 5Y | +85.5% | -23.3% | +108.9% | +93.5% |
| All | +288.6% | +26.9% | +261.7% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling