+284.0%
FITB vs PPG
+26.9%
+257.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -0.3% | -6.2% | +6.0% | +4.5% |
| 30D | -5.7% | -7.9% | +2.3% | +0.1% |
| 3M | +3.2% | -10.2% | +13.4% | +10.6% |
| 6M | +23.4% | +2.7% | +20.7% | +18.1% |
| YTD | +18.8% | +4.9% | +13.9% | +10.8% |
| 1Y | +25.0% | -3.2% | +28.2% | +23.4% |
| 3Y | +131.2% | -17.0% | +148.2% | +151.7% |
| 5Y | +70.7% | -23.3% | +94.0% | +91.9% |
| All | +284.0% | +26.9% | +257.1% | +176.9% |
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