+79.3%
FICO vs PPG
-14.3%
+93.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | +8.4% | +20.5% | -12.1% | -0.5% |
| 3M | -30.5% | +5.3% | -35.8% | -32.3% |
| 6M | -35.7% | +15.8% | -51.5% | -40.5% |
| YTD | -57.2% | +24.6% | -81.8% | -62.4% |
| 1Y | -58.4% | +33.6% | -92.0% | -64.7% |
| 3Y | -24.8% | +5.0% | -29.8% | -29.8% |
| 5Y | +79.3% | -14.0% | +93.3% | +67.3% |
| All | +79.3% | -14.3% | +93.6% | +67.3% |
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