+3,981.9%
PG vs TT
+16,069.7%
-12,087.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | +1.6% | -2.0% | -0.7% |
| 30D | -0.1% | -7.3% | +7.2% | +1.3% |
| 3M | +1.1% | -2.6% | +3.7% | +1.3% |
| 6M | -3.8% | +5.9% | -9.7% | -5.4% |
| YTD | +3.8% | +15.4% | -11.6% | +0.2% |
| 1Y | -5.8% | +8.2% | -14.0% | -8.1% |
| 3Y | +3.0% | +122.7% | -119.6% | -14.8% |
| 5Y | +14.5% | +145.0% | -130.5% | -8.2% |
| 10Y | +117.8% | +893.7% | -776.0% | +28.6% |
| All | +3,981.9% | +16,069.7% | -12,087.8% | +1,092.3% |
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