+529.4%
XYZ vs PPG
+44.3%
+485.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.5% |
| 7D | -2.1% | -0.2% | -2.0% | -1.9% |
| 30D | +7.0% | +17.7% | -10.7% | -5.1% |
| 3M | +5.1% | +7.4% | -2.3% | -0.2% |
| 6M | +14.1% | +16.4% | -2.4% | +1.1% |
| YTD | +26.4% | +22.4% | +4.0% | +5.2% |
| 1Y | +25.1% | +28.6% | -3.5% | 0.0% |
| 3Y | +59.7% | +2.0% | +57.7% | +51.3% |
| 5Y | -63.8% | -15.6% | -48.2% | -60.4% |
| 10Y | +592.4% | +54.6% | +537.8% | +367.7% |
| All | +529.4% | +44.3% | +485.0% | +296.0% |
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 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