+2,940.8%
HPQ vs PPG
+2,572.2%
+368.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.0% |
| 7D | +3.5% | -5.1% | +8.6% | +6.1% |
| 30D | +13.7% | -9.6% | +23.2% | +19.3% |
| 3M | +33.9% | -6.4% | +40.3% | +37.3% |
| 6M | +80.9% | +0.5% | +80.4% | +77.5% |
| YTD | +52.6% | +4.4% | +48.1% | +46.1% |
| 1Y | +21.2% | -0.9% | +22.1% | +19.1% |
| 3Y | +26.9% | -17.0% | +43.8% | +35.2% |
| 5Y | +41.1% | -23.7% | +64.8% | +54.4% |
| 10Y | +229.6% | +25.9% | +203.7% | +180.9% |
| All | +2,940.8% | +2,572.2% | +368.6% | +580.7% |
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