+500.1%
XRT vs PPG
+438.5%
+61.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -5.6% | -7.8% | +2.1% | -0.9% |
| 3M | +2.5% | -2.2% | +4.7% | +3.3% |
| 6M | +3.7% | +4.1% | -0.5% | -0.4% |
| YTD | +1.0% | +9.1% | -8.1% | -6.3% |
| 1Y | -1.2% | +1.0% | -2.2% | -4.1% |
| 3Y | +43.4% | -13.3% | +56.6% | +50.8% |
| 5Y | -0.7% | -19.2% | +18.5% | +7.1% |
| 10Y | +123.7% | +25.9% | +97.8% | +71.0% |
| All | +500.1% | +438.5% | +61.6% | +49.5% |
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