+7,887.2%
TD vs PPG
+774.5%
+7,112.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.5% | -6.2% | +5.7% | +2.2% |
| 30D | -1.9% | -7.9% | +6.0% | +1.5% |
| 3M | +4.8% | -10.2% | +15.0% | +9.1% |
| 6M | +28.0% | +2.7% | +25.3% | +25.1% |
| YTD | +30.3% | +4.9% | +25.4% | +25.5% |
| 1Y | +59.8% | -3.2% | +63.0% | +58.7% |
| 3Y | +124.7% | -17.0% | +141.7% | +133.7% |
| 5Y | +127.0% | -23.3% | +150.3% | +138.2% |
| 10Y | +303.2% | +26.4% | +276.8% | +225.6% |
| All | +7,887.2% | +774.5% | +7,112.8% | +2,371.1% |
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 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