+558.7%
XLP vs PPG
+770.3%
-211.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +8.9% | +20.5% | -11.6% | +3.6% |
| 3M | +7.5% | +5.3% | +2.2% | +5.8% |
| 6M | +9.4% | +15.8% | -6.3% | +4.7% |
| YTD | +19.3% | +24.6% | -5.3% | +11.2% |
| 1Y | +21.7% | +33.6% | -11.9% | +11.4% |
| 3Y | +44.0% | +5.0% | +39.0% | +38.7% |
| 5Y | +42.8% | -14.0% | +56.8% | +42.6% |
| 10Y | +128.8% | +58.2% | +70.5% | +86.8% |
| All | +558.7% | +770.3% | -211.6% | +226.8% |
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