+492.5%
PPG vs XHB
+163.2%
+329.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -3.7% | -1.9% | -1.8% | -2.6% |
| 30D | -7.2% | -8.3% | +1.1% | -2.5% |
| 3M | -7.3% | -7.1% | -0.2% | -3.2% |
| 6M | +0.3% | -5.3% | +5.5% | +3.7% |
| YTD | +6.5% | -3.2% | +9.7% | +9.0% |
| 1Y | +0.5% | -13.9% | +14.4% | +9.8% |
| 3Y | -15.3% | +24.9% | -40.2% | -26.2% |
| 5Y | -22.9% | +34.5% | -57.4% | -36.0% |
| 10Y | +28.4% | +215.5% | -187.1% | -34.0% |
| All | +492.5% | +163.2% | +329.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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