+29.1%
XLV vs PPG
+33.8%
-4.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | +0.5% | +2.7% | -2.3% | -0.1% |
| 30D | +10.7% | +15.7% | -5.1% | +7.5% |
| 3M | +13.1% | +4.1% | +9.0% | +12.0% |
| 6M | +28.3% | +17.3% | +11.0% | +23.6% |
| YTD | +20.9% | +22.5% | -1.6% | +13.1% |
| 1Y | +29.1% | +31.4% | -2.4% | +17.0% |
| All | +29.1% | +33.8% | -4.8% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling