+396.0%
HPE vs PPG
-24.1%
+420.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.0% | +12.2% |
| 7D | +19.4% | -6.2% | +25.7% | +23.4% |
| 30D | +5.6% | -7.9% | +13.6% | +10.2% |
| 3M | +33.1% | -10.2% | +43.3% | +39.5% |
| 6M | +192.5% | +2.7% | +189.8% | +182.1% |
| YTD | +160.9% | +4.9% | +156.0% | +147.6% |
| 1Y | +155.0% | -3.2% | +158.2% | +152.6% |
| 3Y | +289.4% | -17.0% | +306.4% | +312.0% |
| All | +396.0% | -24.1% | +420.1% | +424.0% |
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