+46.1%
FE vs PPG
-13.2%
+59.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +3.6% | +21.2% | -17.6% | +0.1% |
| 3M | +0.3% | +8.2% | -7.9% | -1.2% |
| 6M | +6.4% | +17.2% | -10.8% | +3.1% |
| YTD | +8.1% | +25.0% | -16.9% | +2.9% |
| 1Y | +4.6% | +33.5% | -28.9% | -1.8% |
| 3Y | +49.1% | +4.2% | +44.9% | +46.3% |
| 5Y | +46.1% | -12.7% | +58.8% | +47.9% |
| All | +46.1% | -13.2% | +59.3% | +47.9% |
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 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