+545.7%
FICO vs PPG
+57.0%
+488.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +3.2% | -2.4% | -1.0% |
| 30D | +9.4% | +20.4% | -10.9% | -1.2% |
| 3M | -30.4% | +8.4% | -38.8% | -33.6% |
| 6M | -35.1% | +15.6% | -50.8% | -40.8% |
| YTD | -56.8% | +24.4% | -81.2% | -62.8% |
| 1Y | -58.4% | +32.9% | -91.3% | -65.5% |
| 3Y | -26.7% | +3.7% | -30.4% | -31.9% |
| 5Y | +88.0% | -13.7% | +101.7% | +88.7% |
| 10Y | +545.7% | +55.5% | +490.2% | +290.7% |
| All | +545.7% | +57.0% | +488.7% | +290.7% |
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 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