-31.5%
XYL vs PPG
+38.5%
-70.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | 0.0% | +3.4% |
| 7D | +14.5% | +7.5% | +7.1% | +12.1% |
| 30D | -1.3% | +20.9% | -22.2% | -7.2% |
| 3M | -17.0% | +8.7% | -25.7% | -19.0% |
| 6M | -11.3% | +23.8% | -35.2% | -17.6% |
| YTD | -25.0% | +26.5% | -51.5% | -33.2% |
| 1Y | -31.5% | +37.6% | -69.1% | -41.3% |
| All | -31.5% | +38.5% | -70.0% | -41.3% |
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 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