+889.2%
XLV vs PPG
+632.7%
+256.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -6.2% | +2.7% | -1.4% |
| 30D | -1.8% | -7.9% | +6.1% | +0.9% |
| 3M | +7.8% | -10.2% | +18.0% | +11.3% |
| 6M | +9.1% | +2.7% | +6.4% | +7.1% |
| YTD | +7.7% | +4.9% | +2.9% | +4.6% |
| 1Y | +20.4% | -3.2% | +23.6% | +19.9% |
| 3Y | +30.8% | -17.0% | +47.8% | +35.2% |
| 5Y | +34.6% | -23.3% | +58.0% | +39.7% |
| 10Y | +173.4% | +26.4% | +147.0% | +127.9% |
| All | +889.2% | +632.7% | +256.5% | +324.2% |
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