+0.5%
HON vs PPG
+5.2%
-4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.3% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -15.3% | -5.0% | -10.3% | -13.4% |
| 3M | -7.9% | +1.1% | -9.0% | -8.3% |
| 6M | -18.1% | -3.2% | -14.9% | -17.1% |
| YTD | +3.8% | +11.9% | -8.0% | -2.2% |
| 1Y | +0.5% | +5.3% | -4.8% | -5.1% |
| All | +0.5% | +5.2% | -4.7% | -5.1% |
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