+508.9%
XLP vs PPG
+681.5%
-172.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -0.9% | -5.0% | +4.1% | +0.4% |
| 3M | +3.8% | +1.1% | +2.7% | +3.1% |
| 6M | -1.7% | -3.2% | +1.4% | -1.7% |
| YTD | +10.3% | +11.9% | -1.6% | +5.9% |
| 1Y | +7.8% | +5.3% | +2.5% | +5.1% |
| 3Y | +27.2% | -15.0% | +42.2% | +29.7% |
| 5Y | +32.5% | -19.6% | +52.1% | +34.7% |
| 10Y | +101.8% | +27.0% | +74.7% | +74.7% |
| All | +508.9% | +681.5% | -172.6% | +211.3% |
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 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