+135.4%
XLP vs PPG
+57.0%
+78.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | +3.2% | -0.9% | +1.5% |
| 30D | +9.1% | +20.4% | -11.3% | +3.8% |
| 3M | +7.9% | +8.4% | -0.5% | +5.5% |
| 6M | +9.6% | +15.6% | -6.0% | +4.9% |
| YTD | +19.4% | +24.4% | -5.0% | +11.5% |
| 1Y | +22.4% | +32.9% | -10.5% | +12.1% |
| 3Y | +43.2% | +3.7% | +39.5% | +38.5% |
| 5Y | +42.6% | -13.7% | +56.3% | +42.6% |
| 10Y | +135.4% | +55.5% | +80.0% | +95.5% |
| All | +135.4% | +57.0% | +78.4% | +95.5% |
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 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