+1,754.0%
HCA vs PPG
+221.6%
+1,532.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | +5.4% | -6.2% | +11.7% | +8.7% |
| 30D | +3.0% | -7.9% | +10.9% | +7.1% |
| 3M | +13.0% | -10.2% | +23.2% | +18.5% |
| 6M | -20.3% | +2.7% | -22.9% | -22.5% |
| YTD | -8.2% | +4.9% | -13.1% | -12.6% |
| 1Y | +6.7% | -3.2% | +9.9% | +5.5% |
| 3Y | +60.4% | -17.0% | +77.4% | +67.3% |
| 5Y | +73.4% | -23.3% | +96.8% | +83.6% |
| 10Y | +506.9% | +26.4% | +480.5% | +357.4% |
| All | +1,754.0% | +221.6% | +1,532.4% | +646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling