+1,047.3%
XLE vs PPG
+756.3%
+291.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | +0.7% | +4.7% | +5.0% |
| 30D | -3.9% | +17.6% | -21.5% | -11.9% |
| 3M | +7.0% | +7.5% | -0.4% | +2.3% |
| 6M | +14.2% | +17.6% | -3.4% | +2.6% |
| YTD | +48.2% | +22.6% | +25.6% | +27.8% |
| 1Y | +47.7% | +28.0% | +19.7% | +24.3% |
| 3Y | +70.0% | +1.8% | +68.2% | +56.7% |
| 5Y | +169.1% | -15.5% | +184.6% | +161.0% |
| 10Y | +180.7% | +54.9% | +125.8% | +90.0% |
| All | +1,047.3% | +756.3% | +291.1% | +224.8% |
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