+33.4%
XLB vs PPG
-24.6%
+58.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.2% |
| 7D | -3.5% | -5.1% | +1.6% | -0.9% |
| 30D | -4.7% | -9.6% | +4.9% | +0.4% |
| 3M | +2.7% | -6.4% | +9.2% | +5.9% |
| 6M | +2.6% | +0.5% | +2.1% | +1.1% |
| YTD | +12.8% | +4.4% | +8.4% | +8.5% |
| 1Y | +14.0% | -0.9% | +14.9% | +12.4% |
| 3Y | +31.5% | -17.0% | +48.4% | +40.4% |
| 5Y | +33.4% | -23.7% | +57.1% | +44.5% |
| All | +33.4% | -24.6% | +58.0% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling