+243.8%
HPQ vs PPG
+26.9%
+216.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.1% |
| 7D | +9.8% | -6.2% | +16.0% | +14.0% |
| 30D | +22.4% | -7.9% | +30.3% | +28.5% |
| 3M | +45.2% | -10.2% | +55.4% | +53.6% |
| 6M | +96.4% | +2.7% | +93.8% | +88.7% |
| YTD | +65.4% | +4.9% | +60.5% | +55.4% |
| 1Y | +31.6% | -3.2% | +34.8% | +29.9% |
| 3Y | +37.0% | -17.0% | +54.0% | +47.1% |
| 5Y | +53.0% | -23.3% | +76.3% | +68.6% |
| All | +243.8% | +26.9% | +216.9% | +169.3% |
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 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