+665.4%
FICO vs PPG
+23.8%
+641.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +6.6% |
| 7D | -10.6% | -3.7% | -6.8% | -9.0% |
| 30D | -6.3% | -7.2% | +0.9% | -2.9% |
| 3M | -19.7% | -7.3% | -12.4% | -17.3% |
| 6M | -31.8% | +0.3% | -32.0% | -33.3% |
| YTD | -41.8% | +6.5% | -48.4% | -45.6% |
| 1Y | -36.4% | +0.5% | -37.0% | -38.6% |
| 3Y | +9.3% | -15.3% | +24.6% | +13.3% |
| 5Y | +113.0% | -22.9% | +135.9% | +125.6% |
| 10Y | +665.4% | +28.4% | +637.0% | +425.5% |
| All | +665.4% | +23.8% | +641.6% | +425.5% |
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