+246.7%
FFIV vs PPG
+26.9%
+219.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | +5.4% | -6.2% | +11.7% | +8.3% |
| 30D | -2.7% | -7.9% | +5.3% | +0.7% |
| 3M | +4.5% | -10.2% | +14.8% | +8.7% |
| 6M | +42.2% | +2.7% | +39.5% | +37.9% |
| YTD | +61.3% | +4.9% | +56.4% | +53.8% |
| 1Y | +23.0% | -3.2% | +26.2% | +21.5% |
| 3Y | +156.3% | -17.0% | +173.3% | +167.1% |
| 5Y | +102.9% | -23.3% | +126.2% | +114.7% |
| All | +246.7% | +26.9% | +219.8% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling