+537.0%
TDG vs PPG
+26.9%
+510.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -1.9% | -6.2% | +4.4% | +2.0% |
| 30D | -7.7% | -7.9% | +0.2% | -3.0% |
| 3M | -9.3% | -10.2% | +0.9% | -3.8% |
| 6M | -9.4% | +2.7% | -12.0% | -11.9% |
| YTD | -14.3% | +4.9% | -19.1% | -18.9% |
| 1Y | -11.8% | -3.2% | -8.6% | -12.6% |
| 3Y | +52.0% | -17.0% | +69.0% | +60.7% |
| 5Y | +128.8% | -23.3% | +152.2% | +148.2% |
| All | +537.0% | +26.9% | +510.1% | +355.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling