+20.7%
XLK vs PPG
+38.5%
-17.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.8% |
| 7D | -7.6% | +7.5% | -15.0% | -8.8% |
| 30D | -12.2% | +20.9% | -33.1% | -15.3% |
| 3M | -5.5% | +8.7% | -14.2% | -6.9% |
| 6M | +9.2% | +23.8% | -14.7% | +4.6% |
| YTD | +23.0% | +26.5% | -3.5% | +17.2% |
| 1Y | +20.7% | +37.6% | -16.9% | +14.5% |
| All | +20.7% | +38.5% | -17.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling