+597.9%
XYZ vs PPG
+26.3%
+571.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +1.1% |
| 7D | -5.2% | -5.1% | 0.0% | -1.3% |
| 30D | 0.0% | -9.6% | +9.6% | +8.0% |
| 3M | +18.7% | -6.4% | +25.1% | +24.2% |
| 6M | +20.5% | +0.5% | +20.0% | +18.2% |
| YTD | +21.5% | +4.4% | +17.0% | +13.6% |
| 1Y | +7.2% | -0.9% | +8.1% | +4.2% |
| 3Y | +49.0% | -17.0% | +65.9% | +65.2% |
| 5Y | -68.1% | -23.7% | -44.4% | -62.2% |
| All | +597.9% | +26.3% | +571.5% | +453.1% |
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