-40.6%
FIS vs PPG
+26.9%
-67.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.9% | -6.2% | -1.7% | -5.1% |
| 30D | -8.0% | -7.9% | 0.0% | -4.4% |
| 3M | +0.6% | -10.2% | +10.8% | +5.2% |
| 6M | -22.2% | +2.7% | -24.9% | -24.5% |
| YTD | -40.8% | +4.9% | -45.7% | -43.7% |
| 1Y | -41.5% | -3.2% | -38.3% | -42.3% |
| 3Y | -25.5% | -17.0% | -8.5% | -22.0% |
| 5Y | -64.8% | -23.3% | -41.4% | -62.5% |
| All | -40.6% | +26.9% | -67.5% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling