+396.8%
TPR vs PPG
+2.4%
+394.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.8% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +15.1% | +17.7% | -2.6% | +3.3% |
| 3M | -13.4% | +7.4% | -20.8% | -17.6% |
| 6M | +1.4% | +16.4% | -15.1% | -9.3% |
| YTD | +4.8% | +22.4% | -17.6% | -10.4% |
| 1Y | +29.2% | +28.6% | +0.6% | +6.5% |
| All | +396.8% | +2.4% | +394.4% | +347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling