-51.7%
FIG vs PPG
+38.5%
-90.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.3% | +5.3% |
| 7D | -4.7% | +7.5% | -12.1% | -4.4% |
| 30D | +0.5% | +20.9% | -20.4% | +1.6% |
| 3M | -18.4% | +8.7% | -27.1% | -18.5% |
| 6M | +10.9% | +23.8% | -13.0% | +13.6% |
| YTD | -40.8% | +26.5% | -67.3% | -42.6% |
| 1Y | -51.7% | +37.6% | -89.3% | -53.2% |
| All | -51.7% | +38.5% | -90.1% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling