+4,692.5%
PG vs TT
+15,054.2%
-10,361.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +2.7% | +4.0% | -1.4% | +1.8% |
| 30D | +9.2% | -11.3% | +20.5% | +11.5% |
| 3M | +18.5% | -12.3% | +30.8% | +21.2% |
| 6M | +21.1% | -10.8% | +31.9% | +23.0% |
| YTD | +21.9% | +8.2% | +13.8% | +18.8% |
| 1Y | +18.1% | +1.5% | +16.6% | +16.5% |
| 3Y | +20.6% | +91.5% | -70.9% | +2.9% |
| 5Y | +31.8% | +130.2% | -98.4% | +6.8% |
| 10Y | +166.5% | +727.9% | -561.4% | +62.9% |
| All | +4,692.5% | +15,054.2% | -10,361.7% | +1,313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling