+57.4%
INTC vs PPG
+38.5%
+18.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.0% | -8.7% | -5.7% |
| 7D | -39.0% | +7.5% | -46.5% | -41.0% |
| 30D | -49.8% | +20.9% | -70.7% | -54.4% |
| 3M | -42.2% | +8.7% | -50.9% | -44.5% |
| 6M | -39.2% | +23.8% | -63.0% | -45.9% |
| YTD | +57.9% | +26.5% | +31.4% | +32.2% |
| 1Y | +57.4% | +37.6% | +19.8% | +27.7% |
| All | +57.4% | +38.5% | +18.9% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling