+106.2%
XLP vs PPG
+23.8%
+82.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.5% |
| 7D | -2.9% | -3.7% | +0.8% | -2.0% |
| 30D | -2.2% | -7.2% | +5.0% | -0.4% |
| 3M | -0.6% | -7.3% | +6.8% | +1.1% |
| 6M | -2.2% | +0.3% | -2.4% | -3.0% |
| YTD | +8.3% | +6.5% | +1.7% | +5.4% |
| 1Y | +5.7% | +0.5% | +5.2% | +4.4% |
| 3Y | +25.7% | -15.3% | +41.0% | +28.3% |
| 5Y | +31.3% | -22.9% | +54.2% | +35.1% |
| 10Y | +106.2% | +28.4% | +77.8% | +80.3% |
| All | +106.2% | +23.8% | +82.3% | +80.3% |
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 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