+411.2%
XLF vs PPG
+629.6%
-218.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.9% |
| 7D | -2.9% | -5.1% | +2.3% | +0.2% |
| 30D | -1.6% | -9.6% | +8.0% | +4.5% |
| 3M | +9.3% | -6.4% | +15.7% | +12.7% |
| 6M | +14.6% | +0.5% | +14.1% | +11.7% |
| YTD | +4.7% | +4.4% | +0.3% | -1.1% |
| 1Y | +8.6% | -0.9% | +9.5% | +5.5% |
| 3Y | +73.9% | -17.0% | +90.8% | +83.3% |
| 5Y | +65.0% | -23.7% | +88.7% | +77.0% |
| 10Y | +250.4% | +25.9% | +224.6% | +156.5% |
| All | +411.2% | +629.6% | -218.4% | +15.3% |
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