+282.6%
TPR vs PPG
-16.1%
+298.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.8% |
| 7D | -7.3% | -3.7% | -3.6% | -5.0% |
| 30D | -30.7% | -7.2% | -23.5% | -27.3% |
| 3M | -21.6% | -7.3% | -14.3% | -18.2% |
| 6M | -21.3% | +0.3% | -21.6% | -22.2% |
| YTD | -10.2% | +6.5% | -16.7% | -15.5% |
| 1Y | +9.5% | +0.5% | +9.0% | +6.8% |
| All | +282.6% | -16.1% | +298.6% | +304.4% |
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