+3,553.2%
FIX vs PPG
+53.9%
+3,499.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +0.7% | +8.7% | +9.1% |
| 30D | -27.8% | +17.6% | -45.3% | -35.3% |
| 3M | -35.6% | +7.5% | -43.0% | -39.1% |
| 6M | -45.2% | +17.6% | -62.9% | -51.6% |
| YTD | +19.5% | +22.6% | -3.1% | +1.9% |
| 1Y | +24.2% | +28.0% | -3.8% | +2.7% |
| 3Y | +494.2% | +1.8% | +492.4% | +455.3% |
| 5Y | +1,036.1% | -15.5% | +1,051.6% | +1,075.5% |
| All | +3,553.2% | +53.9% | +3,499.3% | +2,190.5% |
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