+14.4%
FIX vs PPG
+38.5%
-24.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.0% | -20.1% | -16.4% |
| 7D | -18.9% | +7.5% | -26.4% | -21.1% |
| 30D | -36.3% | +20.9% | -57.2% | -40.9% |
| 3M | -38.5% | +8.7% | -47.2% | -40.5% |
| 6M | -42.3% | +23.8% | -66.1% | -47.7% |
| YTD | +17.1% | +26.5% | -9.4% | +7.1% |
| 1Y | +14.4% | +37.6% | -23.2% | +4.3% |
| All | +14.4% | +38.5% | -24.1% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling