-64.8%
FIS vs PPG
-24.6%
-40.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.0% |
| 7D | -8.9% | -5.1% | -3.7% | -6.8% |
| 30D | -9.9% | -9.6% | -0.4% | -6.0% |
| 3M | 0.0% | -6.4% | +6.4% | +2.3% |
| 6M | -22.9% | +0.5% | -23.4% | -24.4% |
| YTD | -40.9% | +4.4% | -45.3% | -43.8% |
| 1Y | -40.4% | -0.9% | -39.5% | -42.0% |
| 3Y | -25.4% | -17.0% | -8.4% | -21.7% |
| 5Y | -64.8% | -23.7% | -41.2% | -64.0% |
| All | -64.8% | -24.6% | -40.3% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling