+49.9%
FE vs PPG
+4.6%
+45.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +3.6% | +21.2% | -17.6% | +1.2% |
| 3M | +0.3% | +8.2% | -7.9% | -0.7% |
| 6M | +6.4% | +17.2% | -10.8% | +4.3% |
| YTD | +8.1% | +25.0% | -16.9% | +4.6% |
| 1Y | +4.6% | +33.5% | -28.9% | +0.1% |
| All | +49.9% | +4.6% | +45.3% | +43.4% |
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