+15,250.0%
TER vs PPG
+2,625.9%
+12,624.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +4.6% |
| 7D | +12.4% | -3.7% | +16.1% | +15.0% |
| 30D | +5.1% | -7.2% | +12.3% | +10.1% |
| 3M | +4.0% | -7.3% | +11.3% | +8.2% |
| 6M | +29.5% | +0.3% | +29.3% | +28.8% |
| YTD | +98.5% | +6.5% | +91.9% | +89.6% |
| 1Y | +234.1% | +0.5% | +233.6% | +227.6% |
| 3Y | +289.0% | -15.3% | +304.3% | +325.5% |
| 5Y | +228.2% | -22.9% | +251.1% | +278.1% |
| 10Y | +1,895.7% | +28.4% | +1,867.3% | +1,479.0% |
| All | +15,250.0% | +2,625.9% | +12,624.1% | +2,664.6% |
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