+66.7%
FITB vs PPG
-24.1%
+90.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.3% | -6.2% | +6.0% | +3.4% |
| 30D | -5.7% | -7.9% | +2.3% | -1.2% |
| 3M | +3.2% | -10.2% | +13.4% | +9.1% |
| 6M | +23.4% | +2.7% | +20.7% | +19.4% |
| YTD | +18.8% | +4.9% | +13.9% | +12.5% |
| 1Y | +25.0% | -3.2% | +28.2% | +24.1% |
| 3Y | +131.2% | -17.0% | +148.2% | +150.0% |
| All | +66.7% | -24.1% | +90.8% | +78.0% |
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