+32.0%
XLP vs PPG
-18.4%
+50.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -1.3% | -7.8% | +6.5% | +0.5% |
| 3M | +1.8% | -2.2% | +4.0% | +2.0% |
| 6M | -0.8% | +4.1% | -5.0% | -2.5% |
| YTD | +9.5% | +9.1% | +0.4% | +6.3% |
| 1Y | +7.2% | +1.0% | +6.2% | +5.9% |
| 3Y | +27.1% | -13.3% | +40.4% | +28.9% |
| 5Y | +32.0% | -19.2% | +51.2% | +33.6% |
| All | +32.0% | -18.4% | +50.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling