-24.1%
TE vs PPG
-17.4%
-6.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.3% |
| 7D | +0.2% | -6.2% | +6.5% | +5.8% |
| 30D | -5.9% | -7.9% | +2.0% | +0.9% |
| 3M | -45.6% | -10.2% | -35.4% | -40.4% |
| 6M | -43.4% | +2.7% | -46.0% | -45.4% |
| YTD | -31.0% | +4.9% | -35.9% | -38.6% |
| 1Y | +145.2% | -3.2% | +148.4% | +136.7% |
| 3Y | -24.1% | -17.0% | -7.1% | -2.3% |
| All | -24.1% | -17.4% | -6.7% | -2.3% |
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 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