+319.1%
DELL vs PPG
+5.2%
+313.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +14.9% | -1.5% | +16.4% | +15.6% |
| 30D | +13.3% | -5.0% | +18.2% | +15.7% |
| 3M | +24.4% | +1.1% | +23.3% | +22.2% |
| 6M | +258.0% | -3.2% | +261.2% | +251.1% |
| YTD | +320.2% | +11.9% | +308.3% | +292.1% |
| 1Y | +319.1% | +5.3% | +313.7% | +299.2% |
| All | +319.1% | +5.2% | +313.9% | +299.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling