+376.5%
FIS vs PPG
+675.7%
-299.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.7% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | -2.2% | -5.0% | +2.7% | +0.2% |
| 3M | +2.1% | +1.1% | +1.0% | +0.9% |
| 6M | -14.7% | -3.2% | -11.5% | -15.1% |
| YTD | -35.7% | +11.9% | -47.6% | -40.9% |
| 1Y | -37.1% | +5.3% | -42.4% | -40.4% |
| 3Y | -20.0% | -15.0% | -5.0% | -17.2% |
| 5Y | -62.1% | -19.6% | -42.5% | -60.5% |
| 10Y | -37.4% | +27.0% | -64.4% | -51.0% |
| All | +376.5% | +675.7% | -299.1% | +40.9% |
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 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