+8,374.5%
JNJ vs PPG
+2,583.7%
+5,790.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -6.2% | +2.7% | -2.0% |
| 30D | +2.3% | -7.9% | +10.3% | +4.3% |
| 3M | +12.0% | -10.2% | +22.2% | +14.6% |
| 6M | +10.5% | +2.7% | +7.8% | +8.9% |
| YTD | +30.4% | +4.9% | +25.5% | +27.6% |
| 1Y | +52.1% | -3.2% | +55.3% | +51.5% |
| 3Y | +77.8% | -17.0% | +94.8% | +81.7% |
| 5Y | +82.9% | -23.3% | +106.2% | +86.6% |
| 10Y | +194.8% | +26.4% | +168.4% | +155.5% |
| All | +8,374.5% | +2,583.7% | +5,790.9% | +2,997.9% |
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 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