+64.3%
XLF vs PPG
-24.1%
+88.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -1.5% | -6.2% | +4.8% | +1.1% |
| 30D | -1.2% | -7.9% | +6.8% | +2.2% |
| 3M | +9.2% | -10.2% | +19.4% | +13.5% |
| 6M | +16.3% | +2.7% | +13.7% | +13.4% |
| YTD | +5.4% | +4.9% | +0.6% | +1.1% |
| 1Y | +7.6% | -3.2% | +10.8% | +6.8% |
| 3Y | +74.2% | -17.0% | +91.2% | +82.2% |
| All | +64.3% | -24.1% | +88.3% | +70.7% |
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