+24.1%
PPG vs EXEL
+375.2%
-351.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -6.2% | -4.9% | -1.3% | -5.6% |
| 30D | -7.9% | +11.4% | -19.3% | -9.3% |
| 3M | -10.2% | +4.9% | -15.1% | -10.9% |
| 6M | +2.7% | +34.4% | -31.8% | -1.5% |
| YTD | +4.9% | +28.0% | -23.2% | +1.1% |
| 1Y | -3.2% | +43.6% | -46.8% | -8.3% |
| 3Y | -17.0% | +155.2% | -172.2% | -28.0% |
| 5Y | -23.3% | +181.2% | -204.5% | -35.1% |
| All | +24.1% | +375.2% | -351.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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