-1.4%
TLT vs PPG
+5.2%
-6.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -0.4% | -1.5% | +1.1% | -0.3% |
| 30D | -0.6% | -5.0% | +4.4% | 0.0% |
| 3M | -2.7% | +1.1% | -3.9% | -2.9% |
| 6M | -5.6% | -3.2% | -2.5% | -5.9% |
| YTD | -2.8% | +11.9% | -14.7% | -4.0% |
| 1Y | -1.4% | +5.3% | -6.8% | -1.7% |
| All | -1.4% | +5.2% | -6.6% | -1.7% |
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 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