-15.3%
PPG vs TLN
+602.5%
-617.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.7% |
| 7D | 0.0% | +10.9% | -10.9% | -0.6% |
| 30D | -7.8% | -6.3% | -1.5% | -7.5% |
| 3M | -2.2% | -10.7% | +8.5% | -1.8% |
| 6M | +4.1% | +1.6% | +2.5% | +3.8% |
| YTD | +9.1% | -13.1% | +22.2% | +9.2% |
| 1Y | +1.0% | -15.1% | +16.0% | +1.0% |
| 3Y | -13.3% | +495.0% | -508.3% | -26.2% |
| All | -15.3% | +602.5% | -617.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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