+14.6%
XLF vs PPG
-2.4%
+16.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -2.9% | -5.1% | +2.3% | -1.8% |
| 30D | -1.6% | -9.6% | +8.0% | +0.4% |
| 3M | +9.3% | -6.4% | +15.7% | +10.5% |
| 6M | +14.6% | +0.5% | +14.1% | +13.6% |
| All | +14.6% | -2.4% | +16.9% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling