+191.1%
TRI vs PPG
+26.9%
+164.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.9% | -6.2% | -1.6% | -6.4% |
| 30D | -4.5% | -7.9% | +3.4% | -2.6% |
| 3M | +22.1% | -10.2% | +32.3% | +25.1% |
| 6M | -2.8% | +2.7% | -5.4% | -4.5% |
| YTD | -23.4% | +4.9% | -28.3% | -25.8% |
| 1Y | -41.5% | -3.2% | -38.3% | -42.1% |
| 3Y | -19.2% | -17.0% | -2.2% | -17.5% |
| 5Y | -9.4% | -23.3% | +13.9% | -7.2% |
| All | +191.1% | +26.9% | +164.2% | +144.0% |
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