+68.4%
XLE vs PPG
+2.4%
+65.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +4.4% | -0.2% | +4.5% | +4.4% |
| 30D | -4.3% | +17.7% | -22.0% | -5.6% |
| 3M | +6.0% | +7.4% | -1.4% | +5.4% |
| 6M | +13.2% | +16.4% | -3.2% | +10.4% |
| YTD | +46.7% | +22.4% | +24.4% | +39.8% |
| 1Y | +46.6% | +28.6% | +18.0% | +37.5% |
| All | +68.4% | +2.4% | +65.9% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling