+253.9%
XLI vs PPG
+26.9%
+227.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -1.7% | -6.2% | +4.6% | +1.6% |
| 30D | -7.3% | -7.9% | +0.7% | -3.4% |
| 3M | -1.3% | -10.2% | +8.9% | +3.6% |
| 6M | +2.2% | +2.7% | -0.4% | -0.3% |
| YTD | +11.7% | +4.9% | +6.8% | +7.1% |
| 1Y | +14.3% | -3.2% | +17.5% | +13.8% |
| 3Y | +70.3% | -17.0% | +87.3% | +80.4% |
| 5Y | +82.3% | -23.3% | +105.6% | +96.2% |
| All | +253.9% | +26.9% | +227.0% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling