+252.1%
INTC vs PPG
+26.9%
+225.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +7.5% | -6.2% | +13.7% | +11.4% |
| 30D | +2.0% | -7.9% | +9.9% | +6.8% |
| 3M | -12.0% | -10.2% | -1.8% | -6.8% |
| 6M | +114.5% | +2.7% | +111.9% | +109.0% |
| YTD | +179.0% | +4.9% | +174.1% | +167.8% |
| 1Y | +318.3% | -3.2% | +321.5% | +318.6% |
| 3Y | +171.2% | -17.0% | +188.2% | +195.7% |
| 5Y | +107.6% | -23.3% | +130.9% | +131.1% |
| All | +252.1% | +26.9% | +225.2% | +201.9% |
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