+151.9%
FFIV vs PPG
-16.1%
+167.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.5% |
| 7D | +3.5% | -3.7% | +7.2% | +4.6% |
| 30D | -1.3% | -7.2% | +5.9% | +0.8% |
| 3M | +2.4% | -7.3% | +9.7% | +4.2% |
| 6M | +41.8% | +0.3% | +41.6% | +39.6% |
| YTD | +58.5% | +6.5% | +52.0% | +50.6% |
| 1Y | +24.3% | +0.5% | +23.8% | +21.0% |
| All | +151.9% | -16.1% | +167.9% | +153.0% |
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