+101.7%
FICO vs PPG
-18.4%
+120.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.2% |
| 7D | -15.4% | 0.0% | -15.5% | -15.6% |
| 30D | -10.4% | -7.8% | -2.6% | -7.3% |
| 3M | -22.7% | -2.2% | -20.5% | -22.6% |
| 6M | -36.8% | +4.1% | -40.9% | -38.9% |
| YTD | -44.8% | +9.1% | -53.9% | -48.4% |
| 1Y | -39.3% | +1.0% | -40.3% | -41.1% |
| 3Y | +3.7% | -13.3% | +17.0% | +6.2% |
| 5Y | +101.7% | -19.2% | +120.9% | +88.4% |
| All | +101.7% | -18.4% | +120.1% | +88.4% |
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