+167.6%
SYK vs PPG
+26.3%
+141.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.0% |
| 7D | -12.3% | -5.1% | -7.2% | -10.1% |
| 30D | -22.4% | -9.6% | -12.9% | -18.6% |
| 3M | -12.3% | -6.4% | -5.9% | -10.0% |
| 6M | -24.3% | +0.5% | -24.8% | -25.5% |
| YTD | -22.8% | +4.4% | -27.2% | -25.9% |
| 1Y | -28.8% | -0.9% | -27.9% | -30.1% |
| 3Y | -4.0% | -17.0% | +13.0% | +0.6% |
| 5Y | +3.8% | -23.7% | +27.5% | +10.8% |
| All | +167.6% | +26.3% | +141.2% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling