+20.1%
ETR vs PPG
-0.8%
+20.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.8% | -6.2% | +4.4% | -1.2% |
| 30D | -1.8% | -7.9% | +6.2% | -1.0% |
| 3M | -3.6% | -10.2% | +6.6% | -2.6% |
| 6M | +2.6% | +2.7% | 0.0% | +2.4% |
| YTD | +16.0% | +4.9% | +11.1% | +16.3% |
| 1Y | +20.1% | -3.2% | +23.3% | +23.1% |
| All | +20.1% | -0.8% | +20.9% | +23.1% |
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