-68.4%
XYZ vs PPG
-20.0%
-48.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +1.2% |
| 7D | -3.7% | -3.7% | 0.0% | -0.4% |
| 30D | +0.5% | -7.2% | +7.7% | +7.6% |
| 3M | +16.3% | -7.3% | +23.6% | +23.6% |
| 6M | +21.1% | +0.3% | +20.9% | +18.0% |
| YTD | +22.0% | +6.5% | +15.5% | +9.1% |
| 1Y | +5.2% | +0.5% | +4.6% | -0.8% |
| 3Y | +49.6% | -15.3% | +64.9% | +65.9% |
| 5Y | -68.4% | -22.9% | -45.5% | -65.0% |
| All | -68.4% | -20.0% | -48.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling