+2,640.5%
TFC vs PPG
+2,691.0%
-50.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.8% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.5% | -7.8% | +5.3% | +1.8% |
| 3M | +4.5% | -2.2% | +6.7% | +5.1% |
| 6M | +11.0% | +4.1% | +6.8% | +7.0% |
| YTD | +5.9% | +9.1% | -3.2% | -0.9% |
| 1Y | +14.6% | +1.0% | +13.6% | +11.5% |
| 3Y | +96.7% | -13.3% | +110.0% | +106.3% |
| 5Y | +15.6% | -19.2% | +34.8% | +23.9% |
| 10Y | +98.6% | +25.9% | +72.7% | +68.3% |
| All | +2,640.5% | +2,691.0% | -50.5% | +848.7% |
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