+116.1%
PG vs TT
+961.2%
-845.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +0.8% | -7.3% | +8.1% | +2.4% |
| 3M | -1.3% | -3.6% | +2.3% | -0.9% |
| 6M | -3.8% | +2.8% | -6.6% | -5.0% |
| YTD | +3.6% | +14.5% | -10.9% | -0.2% |
| 1Y | -5.7% | +7.4% | -13.1% | -8.1% |
| 3Y | +1.6% | +116.2% | -114.6% | -18.5% |
| 5Y | +14.6% | +147.4% | -132.8% | -13.1% |
| All | +116.1% | +961.2% | -845.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling