+8,373.7%
TPR vs PPG
+1,045.1%
+7,328.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.9% |
| 30D | +15.1% | +17.6% | -2.5% | +1.1% |
| 3M | +3.5% | +7.5% | -3.9% | -2.7% |
| 6M | +0.4% | +17.6% | -17.2% | -12.8% |
| YTD | +4.6% | +22.6% | -18.0% | -13.0% |
| 1Y | +33.1% | +28.0% | +5.1% | +6.9% |
| 3Y | +396.0% | +1.8% | +394.2% | +368.3% |
| 5Y | +230.3% | -15.5% | +245.8% | +253.7% |
| 10Y | +368.4% | +54.9% | +313.5% | +211.8% |
| All | +8,373.7% | +1,045.1% | +7,328.6% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling