+68.3%
T vs PPG
-24.6%
+92.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.9% |
| 7D | -2.4% | -5.1% | +2.7% | -1.6% |
| 30D | +4.3% | -9.6% | +13.9% | +6.1% |
| 3M | +11.6% | -6.4% | +18.0% | +12.6% |
| 6M | -5.6% | +0.5% | -6.1% | -6.2% |
| YTD | +6.6% | +4.4% | +2.1% | +5.1% |
| 1Y | -8.4% | -0.9% | -7.5% | -8.9% |
| 3Y | +107.8% | -17.0% | +124.8% | +112.0% |
| 5Y | +68.3% | -23.7% | +91.9% | +73.0% |
| All | +68.3% | -24.6% | +92.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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