+20.5%
TER vs PPG
+8.6%
+11.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.9% |
| 30D | -8.3% | -5.0% | -3.3% | -4.6% |
| 3M | -12.2% | +1.1% | -13.3% | -16.4% |
| All | +20.5% | +8.6% | +11.9% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling