-5.3%
SYK vs PPG
+33.8%
-39.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.4% |
| 7D | +7.5% | +2.7% | +4.8% | +6.7% |
| 30D | +20.4% | +15.7% | +4.7% | +15.9% |
| 3M | -0.3% | +4.1% | -4.4% | -1.7% |
| 6M | +14.2% | +17.3% | -3.2% | +9.2% |
| YTD | -3.8% | +22.5% | -26.4% | -11.0% |
| 1Y | -5.3% | +31.4% | -36.7% | -15.3% |
| All | -5.3% | +33.8% | -39.1% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling