+1,139.1%
PSX vs PPG
+192.8%
+946.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.8% |
| 7D | +1.8% | -3.7% | +5.6% | +3.7% |
| 30D | +21.6% | -7.2% | +28.8% | +26.0% |
| 3M | +46.5% | -7.3% | +53.8% | +50.0% |
| 6M | +62.0% | +0.3% | +61.7% | +56.2% |
| YTD | +106.3% | +6.5% | +99.8% | +91.4% |
| 1Y | +103.0% | +0.5% | +102.4% | +93.1% |
| 3Y | +135.5% | -15.3% | +150.8% | +141.8% |
| 5Y | +368.5% | -22.9% | +391.4% | +385.6% |
| 10Y | +386.6% | +28.4% | +358.2% | +250.4% |
| All | +1,139.1% | +192.8% | +946.4% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling