+23.5%
PPG vs IBB
+125.2%
-101.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -5.1% | -5.2% | +0.1% | -2.5% |
| 30D | -9.6% | +1.5% | -11.0% | -10.4% |
| 3M | -6.4% | +22.1% | -28.6% | -15.9% |
| 6M | +0.5% | +17.7% | -17.2% | -7.9% |
| YTD | +4.4% | +20.2% | -15.7% | -5.6% |
| 1Y | -0.9% | +44.4% | -45.3% | -18.6% |
| 3Y | -17.0% | +61.1% | -78.0% | -35.9% |
| 5Y | -23.7% | +18.5% | -42.2% | -33.5% |
| All | +23.5% | +125.2% | -101.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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