-38.6%
FICO vs PPG
+5.2%
-43.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.3% | -17.0% |
| 7D | -19.2% | -1.5% | -17.7% | -18.9% |
| 30D | -14.6% | -5.0% | -9.6% | -13.7% |
| 3M | -20.1% | +1.1% | -21.2% | -20.4% |
| 6M | -36.3% | -3.2% | -33.2% | -35.5% |
| YTD | -44.9% | +11.9% | -56.7% | -48.7% |
| 1Y | -38.6% | +5.3% | -43.9% | -39.7% |
| All | -38.6% | +5.2% | -43.8% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling