+442.6%
XYL vs PPG
+266.1%
+176.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | +0.2% |
| 7D | +0.8% | -3.7% | +4.6% | +2.9% |
| 30D | -10.8% | -7.2% | -3.6% | -7.1% |
| 3M | -2.5% | -7.3% | +4.8% | +1.1% |
| 6M | -12.2% | +0.3% | -12.4% | -13.5% |
| YTD | -20.1% | +6.5% | -26.6% | -24.4% |
| 1Y | -20.6% | +0.5% | -21.2% | -22.8% |
| 3Y | +17.3% | -15.3% | +32.6% | +23.8% |
| 5Y | -14.5% | -22.9% | +8.4% | -6.5% |
| 10Y | +150.2% | +28.4% | +121.8% | +97.4% |
| All | +442.6% | +266.1% | +176.5% | +169.8% |
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 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