+132.3%
HON vs PPG
+26.9%
+105.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.5% | -6.2% | +2.8% | -0.1% |
| 30D | -13.8% | -7.9% | -5.8% | -9.9% |
| 3M | -11.7% | -10.2% | -1.5% | -6.8% |
| 6M | -18.7% | +2.7% | -21.4% | -20.6% |
| YTD | +0.2% | +4.9% | -4.6% | -3.7% |
| 1Y | -3.1% | -3.2% | +0.1% | -3.0% |
| 3Y | +17.0% | -17.0% | +34.0% | +24.4% |
| 5Y | +2.0% | -23.3% | +25.4% | +10.4% |
| All | +132.3% | +26.9% | +105.4% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling