+586.3%
FE vs PPG
+783.6%
-197.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +4.5% | +17.6% | -13.0% | -0.3% |
| 3M | +1.3% | +7.5% | -6.1% | -1.0% |
| 6M | +8.7% | +17.6% | -9.0% | +3.1% |
| YTD | +9.2% | +22.6% | -13.3% | +1.5% |
| 1Y | +7.0% | +28.0% | -21.0% | -1.9% |
| 3Y | +51.4% | +1.8% | +49.6% | +46.1% |
| 5Y | +47.7% | -15.5% | +63.2% | +47.4% |
| 10Y | +125.0% | +54.9% | +70.1% | +79.5% |
| All | +586.3% | +783.6% | -197.2% | +206.2% |
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