+4.5%
HD vs PPG
-24.6%
+29.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.5% |
| 7D | -3.9% | -5.1% | +1.3% | -1.3% |
| 30D | -13.1% | -9.6% | -3.6% | -8.5% |
| 3M | -3.4% | -6.4% | +3.0% | -0.2% |
| 6M | -12.6% | +0.5% | -13.1% | -13.1% |
| YTD | -9.2% | +4.4% | -13.7% | -11.8% |
| 1Y | -23.9% | -0.9% | -23.0% | -24.3% |
| 3Y | +0.4% | -17.0% | +17.4% | +7.7% |
| 5Y | +4.5% | -23.7% | +28.2% | +16.3% |
| All | +4.5% | -24.6% | +29.1% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling