-17.4%
PPG vs EXEL
+160.7%
-178.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -5.1% | -2.9% | -2.3% | -4.7% |
| 30D | -9.6% | +11.9% | -21.4% | -11.2% |
| 3M | -6.4% | +9.2% | -15.7% | -7.8% |
| 6M | +0.5% | +39.1% | -38.6% | -4.5% |
| YTD | +4.4% | +31.0% | -26.6% | -0.1% |
| 1Y | -0.9% | +52.3% | -53.2% | -7.5% |
| All | -17.4% | +160.7% | -178.0% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling