+3,759.0%
FIX vs PPG
+57.1%
+3,702.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | +6.4% | -1.2% | +7.7% | +7.5% |
| 30D | -29.1% | +21.2% | -50.3% | -37.7% |
| 3M | -31.1% | +8.2% | -39.4% | -35.2% |
| 6M | -42.8% | +17.2% | -60.0% | -49.3% |
| YTD | +24.6% | +25.0% | -0.3% | +5.0% |
| 1Y | +21.9% | +33.5% | -11.6% | -1.9% |
| 3Y | +524.9% | +4.2% | +520.7% | +475.6% |
| 5Y | +1,092.2% | -12.7% | +1,104.9% | +1,106.7% |
| 10Y | +3,759.0% | +58.0% | +3,701.1% | +2,271.5% |
| All | +3,759.0% | +57.1% | +3,702.0% | +2,271.5% |
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