-80.8%
FIG vs PPG
+3.0%
-83.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.4% |
| 7D | -12.2% | -5.1% | -7.1% | -12.5% |
| 30D | -11.0% | -9.6% | -1.4% | -11.6% |
| 3M | +11.9% | -6.4% | +18.3% | +11.5% |
| 6M | -21.9% | +0.5% | -22.4% | -21.6% |
| YTD | -40.8% | +4.4% | -45.2% | -42.5% |
| 1Y | -56.6% | -0.9% | -55.7% | -57.7% |
| All | -80.8% | +3.0% | -83.8% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling