+423.9%
PPG vs BTG
+371.8%
+52.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -5.1% | -5.5% | +0.3% | -4.8% |
| 30D | -9.6% | +6.1% | -15.7% | -10.0% |
| 3M | -6.4% | +38.6% | -45.1% | -8.7% |
| 6M | +0.5% | +0.7% | -0.2% | -0.1% |
| YTD | +4.4% | +20.3% | -15.9% | +2.4% |
| 1Y | -0.9% | +25.0% | -26.0% | -3.4% |
| 3Y | -17.0% | +97.3% | -114.3% | -22.2% |
| 5Y | -23.7% | +78.3% | -102.0% | -28.4% |
| 10Y | +25.9% | +151.6% | -125.8% | +12.7% |
| All | +423.9% | +371.8% | +52.1% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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