+880.8%
PPG vs HIG
+989.6%
-108.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -5.1% | -2.3% | -2.9% | -4.6% |
| 30D | -9.6% | -1.2% | -8.4% | -9.3% |
| 3M | -6.4% | +6.3% | -12.7% | -7.9% |
| 6M | +0.5% | +0.6% | -0.1% | +0.2% |
| YTD | +4.4% | +0.6% | +3.8% | +4.1% |
| 1Y | -0.9% | +6.1% | -7.0% | -2.5% |
| 3Y | -17.0% | +102.0% | -118.9% | -29.8% |
| 5Y | -23.7% | +119.2% | -142.9% | -36.5% |
| 10Y | +25.9% | +312.5% | -286.6% | -10.8% |
| All | +880.8% | +989.6% | -108.7% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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