+683.4%
PPG vs EXEL
+264.7%
+418.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -7.8% | +6.7% | -14.4% | -8.5% |
| 3M | -2.2% | +11.5% | -13.7% | -3.5% |
| 6M | +4.1% | +38.8% | -34.7% | 0.0% |
| YTD | +9.1% | +31.6% | -22.5% | +5.2% |
| 1Y | +1.0% | +53.0% | -52.1% | -4.5% |
| 3Y | -13.3% | +160.8% | -174.1% | -24.0% |
| 5Y | -19.2% | +190.1% | -209.3% | -30.8% |
| 10Y | +25.9% | +367.0% | -341.0% | -4.3% |
| All | +683.4% | +264.7% | +418.6% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling