+46.5%
F vs PPG
-18.4%
+64.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -2.6% |
| 7D | +1.2% | 0.0% | +1.1% | +1.2% |
| 30D | +1.2% | -7.8% | +9.0% | +6.8% |
| 3M | -5.7% | -2.2% | -3.5% | -5.3% |
| 6M | +17.9% | +4.1% | +13.8% | +12.6% |
| YTD | +10.4% | +9.1% | +1.3% | +1.2% |
| 1Y | +25.3% | +1.0% | +24.4% | +21.0% |
| 3Y | +37.5% | -13.3% | +50.7% | +46.2% |
| 5Y | +46.5% | -19.2% | +65.7% | +66.7% |
| All | +46.5% | -18.4% | +64.9% | +66.7% |
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