+463.5%
BTSG vs PPG
-20.5%
+484.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | 0.0% |
| 7D | +2.9% | -3.7% | +6.6% | +4.3% |
| 30D | +0.9% | -7.2% | +8.1% | +3.7% |
| 3M | +1.6% | -7.3% | +9.0% | +4.3% |
| 6M | +46.8% | +0.3% | +46.5% | +45.5% |
| YTD | +65.5% | +6.5% | +59.0% | +58.1% |
| 1Y | +136.2% | +0.5% | +135.7% | +130.7% |
| All | +463.5% | -20.5% | +484.0% | +483.7% |
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