+433.9%
BTSG vs PPG
-21.7%
+455.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | -3.3% | -6.2% | +3.0% | -0.9% |
| 30D | -1.6% | -7.9% | +6.3% | +1.5% |
| 3M | -6.9% | -10.2% | +3.3% | -3.3% |
| 6M | +42.1% | +2.7% | +39.4% | +39.7% |
| YTD | +56.8% | +4.9% | +51.9% | +50.8% |
| 1Y | +109.8% | -3.2% | +113.0% | +108.3% |
| All | +433.9% | -21.7% | +455.6% | +456.6% |
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