-20.7%
TLT vs PPG
+26.9%
-47.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.6% | -6.2% | +4.6% | -1.8% |
| 30D | -1.1% | -7.9% | +6.8% | -1.3% |
| 3M | -4.9% | -10.2% | +5.4% | -5.0% |
| 6M | -5.0% | +2.7% | -7.7% | -4.8% |
| YTD | -4.4% | +4.9% | -9.2% | -4.1% |
| 1Y | -6.4% | -3.2% | -3.2% | -6.3% |
| 3Y | -2.0% | -17.0% | +15.0% | -2.7% |
| 5Y | -35.0% | -23.3% | -11.7% | -36.0% |
| All | -20.7% | +26.9% | -47.6% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling