+116.4%
HPE vs PPG
+38.5%
+78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.0% | -10.6% | -6.5% |
| 7D | -17.0% | +7.5% | -24.4% | -18.4% |
| 30D | -26.7% | +20.9% | -47.6% | -30.4% |
| 3M | -4.1% | +8.7% | -12.9% | -5.9% |
| 6M | +75.4% | +23.8% | +51.6% | +60.8% |
| YTD | +111.0% | +26.5% | +84.5% | +89.3% |
| 1Y | +116.4% | +37.6% | +78.8% | +81.8% |
| All | +116.4% | +38.5% | +78.0% | +81.8% |
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 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