+50.9%
XYZ vs PPG
-13.4%
+64.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.6% |
| 7D | +2.9% | 0.0% | +2.8% | +2.9% |
| 30D | +1.4% | -7.8% | +9.2% | +6.8% |
| 3M | +14.6% | -2.2% | +16.8% | +15.7% |
| 6M | +20.8% | +4.1% | +16.6% | +16.4% |
| YTD | +23.1% | +9.1% | +14.0% | +11.9% |
| 1Y | +5.6% | +1.0% | +4.7% | +1.9% |
| 3Y | +50.9% | -13.3% | +64.2% | +56.4% |
| All | +50.9% | -13.4% | +64.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling