+50.3%
XLE vs PPG
-0.6%
+50.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -1.0% |
| 7D | +0.5% | -5.1% | +5.6% | -0.5% |
| 30D | +6.6% | -9.6% | +16.1% | +4.6% |
| 3M | +12.3% | -6.4% | +18.7% | +10.9% |
| 6M | +18.4% | +0.5% | +17.9% | +18.0% |
| YTD | +47.2% | +4.4% | +42.8% | +47.0% |
| 1Y | +50.3% | -0.9% | +51.2% | +45.2% |
| All | +50.3% | -0.6% | +50.9% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling