+1,866.0%
T vs PPG
+2,691.0%
-825.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | +7.6% | -7.8% | +15.4% | +10.2% |
| 3M | +15.3% | -2.2% | +17.5% | +15.6% |
| 6M | -8.5% | +4.1% | -12.6% | -10.6% |
| YTD | +6.8% | +9.1% | -2.3% | +2.6% |
| 1Y | -7.2% | +1.0% | -8.2% | -8.8% |
| 3Y | +108.2% | -13.3% | +121.5% | +110.6% |
| 5Y | +66.1% | -19.2% | +85.3% | +67.5% |
| 10Y | +65.3% | +25.9% | +39.4% | +38.9% |
| All | +1,866.0% | +2,691.0% | -825.0% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling