+47.7%
FE vs PPG
-13.4%
+61.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -2.1% | -7.8% | +5.6% | -1.2% |
| 3M | +2.6% | -2.2% | +4.8% | +2.8% |
| 6M | -6.8% | +4.1% | -10.9% | -7.5% |
| YTD | +6.9% | +9.1% | -2.2% | +5.1% |
| 1Y | +11.6% | +1.0% | +10.6% | +11.1% |
| 3Y | +47.7% | -13.3% | +61.0% | +50.0% |
| All | +47.7% | -13.4% | +61.1% | +50.0% |
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 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