+1,024.7%
XLE vs PPG
+681.5%
+343.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.7% |
| 7D | +2.2% | -1.5% | +3.7% | +2.9% |
| 30D | +11.8% | -5.0% | +16.7% | +14.3% |
| 3M | +9.8% | +1.1% | +8.7% | +7.6% |
| 6M | +15.6% | -3.2% | +18.7% | +13.6% |
| YTD | +45.3% | +11.9% | +33.4% | +32.1% |
| 1Y | +48.3% | +5.3% | +43.0% | +38.2% |
| 3Y | +55.4% | -15.0% | +70.4% | +57.6% |
| 5Y | +216.1% | -19.6% | +235.7% | +214.9% |
| 10Y | +178.4% | +27.0% | +151.4% | +109.7% |
| All | +1,024.7% | +681.5% | +343.2% | +235.9% |
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