+105.9%
GILD vs PPG
-17.4%
+123.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -6.2% | +1.4% | -3.4% |
| 30D | +5.8% | -7.9% | +13.7% | +7.8% |
| 3M | +14.9% | -10.2% | +25.2% | +17.5% |
| 6M | -0.4% | +2.7% | -3.0% | -1.6% |
| YTD | +18.5% | +4.9% | +13.6% | +16.1% |
| 1Y | +25.1% | -3.2% | +28.3% | +25.1% |
| 3Y | +105.9% | -17.0% | +122.9% | +108.4% |
| All | +105.9% | -17.4% | +123.3% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling