+58.1%
XYZ vs PPG
+2.4%
+55.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.7% |
| 7D | -2.1% | -0.2% | -2.0% | -2.0% |
| 30D | +7.0% | +17.7% | -10.7% | -2.8% |
| 3M | +5.1% | +7.4% | -2.3% | +0.9% |
| 6M | +14.1% | +16.4% | -2.4% | +3.6% |
| YTD | +26.4% | +22.4% | +4.0% | +7.9% |
| 1Y | +25.1% | +28.6% | -3.5% | +2.7% |
| All | +58.1% | +2.4% | +55.7% | +70.1% |
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 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