+124.7%
TD vs PPG
-17.4%
+142.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | -6.2% | +5.7% | +1.1% |
| 30D | -1.9% | -7.9% | +6.0% | +0.1% |
| 3M | +4.8% | -10.2% | +15.0% | +7.3% |
| 6M | +28.0% | +2.7% | +25.3% | +26.3% |
| YTD | +30.3% | +4.9% | +25.4% | +27.2% |
| 1Y | +59.8% | -3.2% | +63.0% | +59.3% |
| 3Y | +124.7% | -17.0% | +141.7% | +132.1% |
| All | +124.7% | -17.4% | +142.1% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling