+681.5%
PPG vs DGX
+8,778.1%
-8,096.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -6.2% | -0.9% | -5.4% | -6.0% |
| 30D | -7.9% | -1.2% | -6.8% | -7.6% |
| 3M | -10.2% | +15.8% | -26.0% | -13.9% |
| 6M | +2.7% | +18.2% | -15.5% | -2.1% |
| YTD | +4.9% | +37.2% | -32.3% | -4.1% |
| 1Y | -3.2% | +30.4% | -33.5% | -10.4% |
| 3Y | -17.0% | +96.7% | -113.7% | -31.8% |
| 5Y | -23.3% | +67.2% | -90.5% | -34.5% |
| 10Y | +26.4% | +253.9% | -227.5% | -12.2% |
| All | +681.5% | +8,778.1% | -8,096.6% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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