+143.7%
XLC vs PPG
+19.1%
+124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.5% | -6.2% | +6.8% | +3.0% |
| 30D | +2.1% | -7.9% | +10.1% | +5.4% |
| 3M | +0.7% | -10.2% | +10.9% | +4.5% |
| 6M | -3.2% | +2.7% | -5.9% | -5.4% |
| YTD | -3.8% | +4.9% | -8.7% | -7.4% |
| 1Y | -2.0% | -3.2% | +1.2% | -2.7% |
| 3Y | +71.4% | -17.0% | +88.4% | +77.9% |
| 5Y | +40.7% | -23.3% | +64.0% | +47.5% |
| All | +143.7% | +19.1% | +124.6% | +98.7% |
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