+5,431.0%
HON vs PPG
+2,572.2%
+2,858.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.2% |
| 7D | -2.6% | -5.1% | +2.5% | +0.3% |
| 30D | -11.9% | -9.6% | -2.3% | -6.9% |
| 3M | -6.1% | -6.4% | +0.3% | -2.9% |
| 6M | -19.2% | +0.5% | -19.7% | -20.3% |
| YTD | +0.2% | +4.4% | -4.3% | -3.7% |
| 1Y | -1.5% | -0.9% | -0.6% | -2.7% |
| 3Y | +17.9% | -17.0% | +34.9% | +25.5% |
| 5Y | +1.9% | -23.7% | +25.6% | +10.0% |
| 10Y | +135.2% | +25.9% | +109.3% | +83.7% |
| All | +5,431.0% | +2,572.2% | +2,858.8% | +920.7% |
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