+22,282.0%
SYK vs PPG
+2,572.2%
+19,709.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -12.3% | -5.1% | -7.2% | -10.5% |
| 30D | -22.4% | -9.6% | -12.9% | -19.4% |
| 3M | -12.3% | -6.4% | -5.9% | -10.4% |
| 6M | -24.3% | +0.5% | -24.8% | -25.2% |
| YTD | -22.8% | +4.4% | -27.2% | -25.1% |
| 1Y | -28.8% | -0.9% | -27.9% | -29.7% |
| 3Y | -4.0% | -17.0% | +13.0% | -0.1% |
| 5Y | +3.8% | -23.7% | +27.5% | +9.8% |
| 10Y | +172.8% | +25.9% | +146.9% | +133.8% |
| All | +22,282.0% | +2,572.2% | +19,709.8% | +6,561.9% |
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