+1,106.7%
XLY vs PPG
+632.7%
+474.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.7% | -6.2% | +4.6% | +1.6% |
| 30D | -4.2% | -7.9% | +3.8% | -0.1% |
| 3M | -2.7% | -10.2% | +7.5% | +2.4% |
| 6M | -0.6% | +2.7% | -3.3% | -3.2% |
| YTD | -5.0% | +4.9% | -9.9% | -9.1% |
| 1Y | -4.1% | -3.2% | -0.9% | -4.6% |
| 3Y | +33.6% | -17.0% | +50.6% | +41.8% |
| 5Y | +28.7% | -23.3% | +52.0% | +39.9% |
| 10Y | +219.6% | +26.4% | +193.2% | +151.8% |
| All | +1,106.7% | +632.7% | +474.0% | +237.3% |
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