-5.7%
DT vs PPG
+38.5%
-44.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.2% |
| 7D | -25.5% | +7.5% | -33.0% | -25.0% |
| 30D | -22.3% | +20.9% | -43.2% | -21.0% |
| 3M | +2.3% | +8.7% | -6.4% | +3.2% |
| 6M | +20.7% | +23.8% | -3.1% | +24.8% |
| YTD | +7.9% | +26.5% | -18.6% | +8.3% |
| 1Y | -5.7% | +37.6% | -43.3% | -7.0% |
| All | -5.7% | +38.5% | -44.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling