+576.2%
FE vs PPG
+706.5%
-130.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.3% |
| 30D | -1.2% | -5.0% | +3.8% | +0.2% |
| 3M | +3.5% | +1.1% | +2.4% | +2.8% |
| 6M | -6.1% | -3.2% | -2.9% | -6.1% |
| YTD | +7.6% | +11.9% | -4.3% | +2.9% |
| 1Y | +11.9% | +5.3% | +6.6% | +8.6% |
| 3Y | +48.4% | -15.0% | +63.4% | +51.0% |
| 5Y | +44.8% | -19.6% | +64.4% | +46.6% |
| 10Y | +115.9% | +27.0% | +88.8% | +82.6% |
| All | +576.2% | +706.5% | -130.2% | +210.3% |
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