+116.1%
PG vs TTMI
+1,127.6%
-1,011.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +1.5% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | +0.8% | -8.4% | +9.3% | +1.1% |
| 3M | -1.3% | -32.5% | +31.1% | +0.2% |
| 6M | -3.8% | +32.5% | -36.3% | -6.8% |
| YTD | +3.6% | +83.2% | -79.6% | -2.1% |
| 1Y | -5.7% | +161.7% | -167.4% | -13.9% |
| 3Y | +1.6% | +890.1% | -888.5% | -20.2% |
| 5Y | +14.6% | +832.4% | -817.8% | -11.0% |
| All | +116.1% | +1,127.6% | -1,011.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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