-22.9%
PPG vs IBB
+20.0%
-42.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | -3.7% | -3.9% | +0.2% | -1.4% |
| 30D | -7.2% | +2.7% | -9.9% | -9.0% |
| 3M | -7.3% | +21.4% | -28.7% | -18.3% |
| 6M | +0.3% | +20.1% | -19.8% | -11.1% |
| YTD | +6.5% | +21.9% | -15.3% | -6.7% |
| 1Y | +0.5% | +44.1% | -43.6% | -21.1% |
| 3Y | -15.3% | +63.4% | -78.6% | -39.7% |
| 5Y | -22.9% | +19.8% | -42.6% | -43.5% |
| All | -22.9% | +20.0% | -42.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling