+4,404.4%
DELL vs PPG
+26.9%
+4,377.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.5% | +11.7% |
| 7D | +8.2% | -6.2% | +14.5% | +12.1% |
| 30D | +17.1% | -7.9% | +25.0% | +22.6% |
| 3M | +45.2% | -10.2% | +55.4% | +52.9% |
| 6M | +286.8% | +2.7% | +284.1% | +277.5% |
| YTD | +354.8% | +4.9% | +349.9% | +336.4% |
| 1Y | +358.3% | -3.2% | +361.5% | +357.9% |
| 3Y | +724.9% | -17.0% | +741.9% | +777.0% |
| 5Y | +1,193.7% | -23.3% | +1,217.0% | +1,303.6% |
| All | +4,404.4% | +26.9% | +4,377.6% | +3,465.7% |
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