+99.1%
FFIV vs PPG
-20.0%
+119.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.8% |
| 7D | +3.5% | -3.7% | +7.2% | +5.0% |
| 30D | -1.3% | -7.2% | +5.9% | +1.6% |
| 3M | +2.4% | -7.3% | +9.7% | +4.8% |
| 6M | +41.8% | +0.3% | +41.6% | +38.9% |
| YTD | +58.5% | +6.5% | +52.0% | +49.6% |
| 1Y | +24.3% | +0.5% | +23.8% | +20.5% |
| 3Y | +152.0% | -15.3% | +167.3% | +160.3% |
| 5Y | +99.1% | -22.9% | +122.0% | +110.2% |
| All | +99.1% | -20.0% | +119.1% | +110.2% |
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 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