+81,361.1%
FICO vs PPG
+3,097.8%
+78,263.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +4.0% | -1.2% | +5.2% | +4.5% |
| 30D | -1.5% | +21.2% | -22.7% | -9.8% |
| 3M | -29.8% | +8.2% | -38.0% | -32.4% |
| 6M | -33.3% | +17.2% | -50.4% | -38.4% |
| YTD | -56.9% | +25.0% | -81.9% | -61.9% |
| 1Y | -59.5% | +33.5% | -93.0% | -65.2% |
| 3Y | -26.9% | +4.2% | -31.0% | -31.1% |
| 5Y | +92.9% | -12.7% | +105.6% | +93.6% |
| 10Y | +539.5% | +58.0% | +481.5% | +383.3% |
| All | +81,361.1% | +3,097.8% | +78,263.3% | +32,648.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling