+78.9%
INFY vs PPG
+26.9%
+52.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | -5.4% | -6.2% | +0.9% | -3.2% |
| 30D | -9.9% | -7.9% | -1.9% | -7.2% |
| 3M | -4.6% | -10.2% | +5.7% | -1.2% |
| 6M | -18.5% | +2.7% | -21.1% | -20.1% |
| YTD | -36.5% | +4.9% | -41.4% | -38.7% |
| 1Y | -32.8% | -3.2% | -29.6% | -33.3% |
| 3Y | -32.2% | -17.0% | -15.2% | -30.0% |
| 5Y | -44.7% | -23.3% | -21.3% | -42.3% |
| All | +78.9% | +26.9% | +52.0% | +45.5% |
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