+159.8%
XLB vs PPG
+26.9%
+132.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -2.8% | -6.2% | +3.4% | +0.8% |
| 30D | -3.1% | -7.9% | +4.8% | +1.6% |
| 3M | -0.2% | -10.2% | +10.1% | +5.7% |
| 6M | +3.1% | +2.7% | +0.4% | +0.1% |
| YTD | +13.3% | +4.9% | +8.4% | +8.2% |
| 1Y | +12.0% | -3.2% | +15.2% | +11.9% |
| 3Y | +31.4% | -17.0% | +48.4% | +41.4% |
| 5Y | +33.9% | -23.3% | +57.3% | +47.3% |
| All | +159.8% | +26.9% | +132.9% | +105.4% |
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