+120.4%
XLK vs PPG
-17.4%
+137.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.2% | -6.2% | +6.5% | +2.5% |
| 30D | -0.6% | -7.9% | +7.3% | +2.2% |
| 3M | +2.6% | -10.2% | +12.8% | +6.1% |
| 6M | +34.0% | +2.7% | +31.3% | +31.2% |
| YTD | +30.7% | +4.9% | +25.8% | +25.4% |
| 1Y | +39.2% | -3.2% | +42.4% | +38.2% |
| 3Y | +120.4% | -17.0% | +137.4% | +119.4% |
| All | +120.4% | -17.4% | +137.8% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling