+141.4%
XLC vs PPG
+23.9%
+117.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | +0.2% | -7.8% | +8.0% | +3.4% |
| 3M | +0.6% | -2.2% | +2.8% | +1.0% |
| 6M | -4.5% | +4.1% | -8.7% | -7.1% |
| YTD | -4.7% | +9.1% | -13.8% | -9.6% |
| 1Y | -1.7% | +1.0% | -2.6% | -3.9% |
| 3Y | +72.3% | -13.3% | +85.5% | +75.8% |
| 5Y | +37.8% | -19.2% | +57.0% | +41.5% |
| All | +141.4% | +23.9% | +117.5% | +93.9% |
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