-22.9%
PPG vs TMF
-88.0%
+65.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | -7.2% | -1.0% | -6.2% | -7.1% |
| 3M | -7.3% | -11.3% | +3.9% | -6.3% |
| 6M | +0.3% | -22.7% | +23.0% | +2.4% |
| YTD | +6.5% | -17.3% | +23.9% | +8.3% |
| 1Y | +0.5% | -22.5% | +23.0% | +2.6% |
| 3Y | -15.3% | -43.2% | +27.9% | -13.2% |
| 5Y | -22.9% | -88.3% | +65.4% | -26.3% |
| All | -22.9% | -88.0% | +65.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling