+357.0%
TPR vs PPG
+53.6%
+303.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +1.1% |
| 7D | -1.1% | -0.2% | -1.0% | -1.0% |
| 30D | +15.1% | +17.7% | -2.6% | +0.5% |
| 3M | -13.4% | +7.4% | -20.8% | -18.8% |
| 6M | +1.4% | +16.4% | -15.1% | -11.9% |
| YTD | +4.8% | +22.4% | -17.6% | -13.6% |
| 1Y | +29.2% | +28.6% | +0.6% | +2.1% |
| 3Y | +403.7% | +2.0% | +401.7% | +372.7% |
| 5Y | +230.8% | -15.6% | +246.5% | +257.0% |
| All | +357.0% | +53.6% | +303.3% | +184.0% |
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 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