+2,547.4%
PPG vs DTE
+3,444.9%
-897.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -5.1% | -2.0% | -3.2% | -4.2% |
| 30D | -9.6% | -2.4% | -7.2% | -8.5% |
| 3M | -6.4% | -7.3% | +0.9% | -2.9% |
| 6M | +0.5% | -7.6% | +8.2% | +4.4% |
| YTD | +4.4% | +5.8% | -1.4% | +1.1% |
| 1Y | -0.9% | +2.3% | -3.2% | -2.6% |
| 3Y | -17.0% | +45.0% | -62.0% | -32.3% |
| 5Y | -23.7% | +33.2% | -56.9% | -35.4% |
| 10Y | +25.9% | +141.4% | -115.5% | -23.6% |
| All | +2,547.4% | +3,444.9% | -897.5% | +438.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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