-80.3%
FIG vs PPG
+7.6%
-87.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -5.9% |
| 7D | -16.4% | 0.0% | -16.4% | -16.3% |
| 30D | -2.3% | -7.8% | +5.5% | -2.9% |
| 3M | +7.8% | -2.2% | +10.0% | +7.9% |
| 6M | -21.8% | +4.1% | -26.0% | -21.2% |
| YTD | -39.1% | +9.1% | -48.2% | -40.7% |
| 1Y | -56.6% | +1.0% | -57.6% | -58.2% |
| All | -80.3% | +7.6% | -87.9% | -80.2% |
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