+2,876.4%
FITB vs PPG
+2,691.0%
+185.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +1.0% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.5% | -7.8% | +3.3% | +0.6% |
| 3M | +5.7% | -2.2% | +7.8% | +6.2% |
| 6M | +17.1% | +4.1% | +13.0% | +11.9% |
| YTD | +18.3% | +9.1% | +9.3% | +9.0% |
| 1Y | +23.9% | +1.0% | +22.9% | +19.5% |
| 3Y | +131.1% | -13.3% | +144.4% | +142.6% |
| 5Y | +71.1% | -19.2% | +90.3% | +84.5% |
| 10Y | +283.9% | +25.9% | +258.0% | +211.7% |
| All | +2,876.4% | +2,691.0% | +185.4% | +607.6% |
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