+227.7%
XLE vs PPG
-20.0%
+247.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.2% |
| 7D | +0.3% | -3.7% | +4.1% | +0.9% |
| 30D | +8.5% | -7.2% | +15.7% | +9.8% |
| 3M | +14.6% | -7.3% | +22.0% | +15.5% |
| 6M | +17.6% | +0.3% | +17.3% | +15.9% |
| YTD | +48.1% | +6.5% | +41.6% | +43.4% |
| 1Y | +53.8% | +0.5% | +53.3% | +50.8% |
| 3Y | +56.2% | -15.3% | +71.5% | +56.9% |
| 5Y | +227.7% | -22.9% | +250.6% | +230.0% |
| All | +227.7% | -20.0% | +247.7% | +230.0% |
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