-50.0%
TE vs PPG
-4.8%
-45.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -1.7% |
| 7D | +15.0% | -3.7% | +18.7% | +17.2% |
| 30D | -7.5% | -7.2% | -0.3% | -3.7% |
| 3M | -42.0% | -7.3% | -34.6% | -39.4% |
| 6M | -31.4% | +0.3% | -31.7% | -31.8% |
| YTD | -26.5% | +6.5% | -33.0% | -30.5% |
| 1Y | +153.1% | +0.5% | +152.6% | +145.5% |
| 3Y | -20.7% | -15.3% | -5.4% | -13.9% |
| 5Y | -45.4% | -22.9% | -22.6% | -40.9% |
| All | -50.0% | -4.8% | -45.2% | -47.1% |
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