+515.4%
TRI vs PPG
+561.2%
-45.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.9% | -6.2% | -1.6% | -5.6% |
| 30D | -4.5% | -7.9% | +3.4% | -1.5% |
| 3M | +22.1% | -10.2% | +32.3% | +26.7% |
| 6M | -2.8% | +2.7% | -5.4% | -5.4% |
| YTD | -23.4% | +4.9% | -28.3% | -26.8% |
| 1Y | -41.5% | -3.2% | -38.3% | -42.4% |
| 3Y | -19.2% | -17.0% | -2.2% | -17.1% |
| 5Y | -9.4% | -23.3% | +13.9% | -6.9% |
| 10Y | +195.6% | +26.4% | +169.2% | +126.7% |
| All | +515.4% | +561.2% | -45.8% | +87.9% |
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