+362.6%
PSX vs PPG
-24.1%
+386.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | +1.7% | -6.2% | +8.0% | +3.3% |
| 30D | +15.6% | -7.9% | +23.6% | +17.9% |
| 3M | +46.5% | -10.2% | +56.7% | +49.6% |
| 6M | +55.0% | +2.7% | +52.3% | +50.6% |
| YTD | +105.3% | +4.9% | +100.4% | +97.2% |
| 1Y | +101.6% | -3.2% | +104.8% | +98.7% |
| 3Y | +134.1% | -17.0% | +151.1% | +137.3% |
| All | +362.6% | -24.1% | +386.6% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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