-30.8%
PPG vs TPG
+74.1%
-104.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -6.2% | -9.4% | +3.2% | -3.1% |
| 30D | -7.9% | -5.3% | -2.7% | -6.5% |
| 3M | -10.2% | +12.9% | -23.1% | -14.2% |
| 6M | +2.7% | +20.1% | -17.4% | -4.3% |
| YTD | +4.9% | -22.5% | +27.4% | +12.5% |
| 1Y | -3.2% | -19.7% | +16.5% | +2.0% |
| 3Y | -17.0% | +81.2% | -98.2% | -38.9% |
| All | -30.8% | +74.1% | -104.9% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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