+218.7%
TPR vs PPG
-20.0%
+238.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.7% |
| 7D | -7.3% | -3.7% | -3.6% | -4.8% |
| 30D | -30.7% | -7.2% | -23.5% | -27.0% |
| 3M | -21.6% | -7.3% | -14.3% | -17.9% |
| 6M | -21.3% | +0.3% | -21.6% | -22.3% |
| YTD | -10.2% | +6.5% | -16.7% | -15.8% |
| 1Y | +9.5% | +0.5% | +9.0% | +6.7% |
| 3Y | +280.8% | -15.3% | +296.1% | +313.7% |
| 5Y | +218.7% | -22.9% | +241.6% | +251.8% |
| All | +218.7% | -20.0% | +238.7% | +251.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling