+666.4%
HPE vs PPG
+28.8%
+637.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.3% | -5.0% |
| 7D | +1.4% | -5.1% | +6.6% | +4.5% |
| 30D | +1.5% | -9.6% | +11.1% | +7.7% |
| 3M | +21.7% | -6.4% | +28.2% | +25.1% |
| 6M | +164.2% | +0.5% | +163.7% | +157.4% |
| YTD | +132.1% | +4.4% | +127.6% | +119.7% |
| 1Y | +130.6% | -0.9% | +131.5% | +124.6% |
| 3Y | +244.1% | -17.0% | +261.1% | +269.7% |
| 5Y | +340.8% | -23.7% | +364.5% | +385.8% |
| 10Y | +500.2% | +25.9% | +474.3% | +339.4% |
| All | +666.4% | +28.8% | +637.6% | +446.3% |
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