+1,475.9%
XLK vs PPG
+632.7%
+843.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.2% | -6.2% | +6.5% | +3.2% |
| 30D | -0.6% | -7.9% | +7.3% | +3.2% |
| 3M | +2.6% | -10.2% | +12.8% | +7.3% |
| 6M | +34.0% | +2.7% | +31.3% | +30.6% |
| YTD | +30.7% | +4.9% | +25.8% | +25.2% |
| 1Y | +39.2% | -3.2% | +42.4% | +38.0% |
| 3Y | +120.4% | -17.0% | +137.4% | +131.3% |
| 5Y | +148.8% | -23.3% | +172.1% | +166.5% |
| 10Y | +803.3% | +26.4% | +776.9% | +625.3% |
| All | +1,475.9% | +632.7% | +843.1% | +407.6% |
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 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