+631.5%
XLU vs PPG
+632.7%
-1.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -6.2% | +4.6% | +0.3% |
| 30D | -3.3% | -7.9% | +4.6% | -1.0% |
| 3M | -3.2% | -10.2% | +7.1% | -0.4% |
| 6M | -7.0% | +2.7% | -9.6% | -8.5% |
| YTD | +0.6% | +4.9% | -4.3% | -2.0% |
| 1Y | +2.4% | -3.2% | +5.6% | +1.9% |
| 3Y | +46.3% | -17.0% | +63.3% | +50.2% |
| 5Y | +44.0% | -23.3% | +67.3% | +48.3% |
| 10Y | +140.1% | +26.4% | +113.7% | +103.0% |
| All | +631.5% | +632.7% | -1.3% | +225.9% |
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