+19.3%
TPR vs PPG
+38.5%
-19.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.4% | +0.8% |
| 7D | +12.6% | +7.5% | +5.2% | +8.2% |
| 30D | +7.1% | +20.9% | -13.8% | -3.7% |
| 3M | -19.4% | +8.7% | -28.1% | -23.1% |
| 6M | -9.7% | +23.8% | -33.6% | -20.5% |
| YTD | -1.0% | +26.5% | -27.5% | -17.1% |
| 1Y | +19.3% | +37.6% | -18.3% | -7.7% |
| All | +19.3% | +38.5% | -19.2% | -7.7% |
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