+533.2%
XYZ vs PPG
+32.0%
+501.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.9% |
| 7D | -1.0% | -1.5% | +0.5% | +0.2% |
| 30D | -1.7% | -5.0% | +3.2% | +2.2% |
| 3M | +16.7% | +1.1% | +15.6% | +15.0% |
| 6M | +26.9% | -3.2% | +30.0% | +27.7% |
| YTD | +27.1% | +11.9% | +15.3% | +13.1% |
| 1Y | +9.3% | +5.3% | +3.9% | +1.5% |
| 3Y | +42.3% | -15.0% | +57.3% | +55.0% |
| 5Y | -69.3% | -19.6% | -49.7% | -65.1% |
| 10Y | +586.8% | +27.0% | +559.8% | +424.7% |
| All | +533.2% | +32.0% | +501.2% | +325.7% |
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