+2,550.6%
SOXX vs PPG
+621.7%
+1,928.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | +1.4% | -6.2% | +7.6% | +5.7% |
| 30D | -3.6% | -7.9% | +4.4% | +1.7% |
| 3M | -10.2% | -10.2% | +0.1% | -4.2% |
| 6M | +54.2% | +2.7% | +51.6% | +49.4% |
| YTD | +75.2% | +4.9% | +70.3% | +66.0% |
| 1Y | +107.5% | -3.2% | +110.7% | +106.2% |
| 3Y | +226.8% | -17.0% | +243.8% | +256.0% |
| 5Y | +251.2% | -23.3% | +274.6% | +297.1% |
| 10Y | +1,567.6% | +26.4% | +1,541.2% | +1,146.2% |
| All | +2,550.6% | +621.7% | +1,928.8% | +342.2% |
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