-5.6%
TLT vs PPG
+38.5%
-44.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.2% |
| 7D | +1.0% | +7.5% | -6.5% | 0.0% |
| 30D | +6.0% | +20.9% | -14.9% | +3.4% |
| 3M | -0.9% | +8.7% | -9.6% | -2.1% |
| 6M | -2.3% | +23.8% | -26.1% | -4.8% |
| YTD | -3.3% | +26.5% | -29.8% | -5.9% |
| 1Y | -5.6% | +37.6% | -43.2% | -8.0% |
| All | -5.6% | +38.5% | -44.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling