-19.2%
TRI vs PPG
-17.4%
-1.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -7.9% | -6.2% | -1.6% | -7.2% |
| 30D | -4.5% | -7.9% | +3.4% | -3.7% |
| 3M | +22.1% | -10.2% | +32.3% | +23.3% |
| 6M | -2.8% | +2.7% | -5.4% | -3.5% |
| YTD | -23.4% | +4.9% | -28.3% | -25.4% |
| 1Y | -41.5% | -3.2% | -38.3% | -42.0% |
| 3Y | -19.2% | -17.0% | -2.2% | -19.3% |
| All | -19.2% | -17.4% | -1.9% | -19.3% |
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