+39.3%
XLC vs PPG
-24.6%
+63.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -1.7% | -5.1% | +3.5% | +0.3% |
| 30D | +0.2% | -9.6% | +9.8% | +4.0% |
| 3M | +0.7% | -6.4% | +7.1% | +2.7% |
| 6M | -4.5% | +0.5% | -5.0% | -5.9% |
| YTD | -4.7% | +4.4% | -9.2% | -8.3% |
| 1Y | -1.5% | -0.9% | -0.6% | -3.3% |
| 3Y | +72.2% | -17.0% | +89.2% | +78.7% |
| 5Y | +39.3% | -23.7% | +63.0% | +43.1% |
| All | +39.3% | -24.6% | +63.9% | +43.1% |
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