+191.2%
TER vs PPG
+2.6%
+188.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +14.4% | +0.7% | +13.6% | +14.0% |
| 30D | -30.6% | +17.6% | -48.1% | -38.3% |
| 3M | -39.2% | +7.5% | -46.6% | -42.5% |
| 6M | -31.3% | +17.6% | -48.9% | -40.3% |
| YTD | +29.1% | +22.6% | +6.5% | +9.5% |
| 1Y | +47.4% | +28.0% | +19.4% | +21.3% |
| 3Y | +191.2% | +1.8% | +189.4% | +172.0% |
| All | +191.2% | +2.6% | +188.6% | +172.0% |
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