+112.2%
DT vs PPG
+5.4%
+106.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.7% |
| 7D | -0.5% | -3.7% | +3.2% | +1.2% |
| 30D | +0.1% | -7.2% | +7.3% | +3.5% |
| 3M | +24.1% | -7.3% | +31.4% | +27.7% |
| 6M | +30.1% | +0.3% | +29.9% | +27.2% |
| YTD | +16.8% | +6.5% | +10.2% | +9.2% |
| 1Y | -0.1% | +0.5% | -0.6% | -3.9% |
| 3Y | +6.8% | -15.3% | +22.1% | +10.4% |
| 5Y | -28.4% | -22.9% | -5.5% | -23.9% |
| All | +112.2% | +5.4% | +106.7% | +57.7% |
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