+123.0%
XRT vs PPG
+26.9%
+96.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | -3.2% | -6.2% | +3.1% | +0.4% |
| 30D | -4.5% | -7.9% | +3.4% | +0.1% |
| 3M | -3.1% | -10.2% | +7.1% | +2.6% |
| 6M | +4.2% | +2.7% | +1.6% | +1.3% |
| YTD | -0.1% | +4.9% | -5.0% | -4.8% |
| 1Y | -3.0% | -3.2% | +0.1% | -3.4% |
| 3Y | +41.8% | -17.0% | +58.8% | +52.7% |
| 5Y | -1.3% | -23.3% | +22.1% | +9.0% |
| All | +123.0% | +26.9% | +96.1% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling