+37.4%
GILD vs PPG
+5.2%
+32.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | +3.7% | -1.5% | +5.1% | +3.9% |
| 30D | +14.6% | -5.0% | +19.6% | +15.6% |
| 3M | +17.7% | +1.1% | +16.5% | +17.2% |
| 6M | +3.1% | -3.2% | +6.3% | +2.7% |
| YTD | +24.5% | +11.9% | +12.7% | +23.1% |
| 1Y | +37.4% | +5.3% | +32.1% | +39.0% |
| All | +37.4% | +5.2% | +32.2% | +39.0% |
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