-32.2%
INFY vs PPG
-17.4%
-14.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | -5.4% | -6.2% | +0.9% | -3.9% |
| 30D | -9.9% | -7.9% | -1.9% | -8.1% |
| 3M | -4.6% | -10.2% | +5.7% | -2.3% |
| 6M | -18.5% | +2.7% | -21.1% | -19.5% |
| YTD | -36.5% | +4.9% | -41.4% | -38.4% |
| 1Y | -32.8% | -3.2% | -29.6% | -33.2% |
| 3Y | -32.2% | -17.0% | -15.2% | -33.0% |
| All | -32.2% | -17.4% | -14.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling