+216.4%
TER vs PPG
-24.1%
+240.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.3% |
| 7D | +6.4% | -6.2% | +12.6% | +11.3% |
| 30D | -5.7% | -7.9% | +2.3% | 0.0% |
| 3M | -0.4% | -10.2% | +9.8% | +6.3% |
| 6M | +25.8% | +2.7% | +23.2% | +22.2% |
| YTD | +96.4% | +4.9% | +91.5% | +87.1% |
| 1Y | +229.2% | -3.2% | +232.4% | +229.6% |
| 3Y | +288.1% | -17.0% | +305.1% | +330.9% |
| All | +216.4% | -24.1% | +240.5% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling