+811.7%
XLB vs PPG
+662.0%
+149.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.7% |
| 7D | -0.2% | 0.0% | -0.3% | -0.3% |
| 30D | -1.7% | -7.8% | +6.0% | +3.5% |
| 3M | +4.4% | -2.2% | +6.5% | +5.2% |
| 6M | +5.0% | +4.1% | +0.9% | +0.7% |
| YTD | +15.5% | +9.1% | +6.4% | +6.8% |
| 1Y | +14.9% | +1.0% | +14.0% | +11.4% |
| 3Y | +34.5% | -13.3% | +47.8% | +41.3% |
| 5Y | +36.5% | -19.2% | +55.7% | +45.2% |
| 10Y | +159.6% | +25.9% | +133.7% | +93.8% |
| All | +811.7% | +662.0% | +149.7% | +75.8% |
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