+52.6%
XOM vs PPG
+38.5%
+14.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.0% | -9.6% | -3.2% |
| 7D | -7.0% | +7.5% | -14.5% | -5.0% |
| 30D | +3.2% | +20.9% | -17.7% | +8.7% |
| 3M | +10.7% | +8.7% | +1.9% | +13.8% |
| 6M | +11.6% | +23.8% | -12.2% | +17.3% |
| YTD | +43.5% | +26.5% | +17.0% | +49.0% |
| 1Y | +52.6% | +37.6% | +15.0% | +58.8% |
| All | +52.6% | +38.5% | +14.1% | +58.8% |
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 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