+790.7%
FIX vs PPG
-13.4%
+804.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.6% |
| 7D | +6.1% | 0.0% | +6.0% | +6.0% |
| 30D | -2.7% | -7.8% | +5.1% | +1.1% |
| 3M | -10.9% | -2.2% | -8.8% | -10.6% |
| 6M | +29.0% | +4.1% | +24.9% | +24.9% |
| YTD | +76.9% | +9.1% | +67.8% | +66.4% |
| 1Y | +130.7% | +1.0% | +129.8% | +125.4% |
| 3Y | +790.7% | -13.3% | +803.9% | +798.2% |
| All | +790.7% | -13.4% | +804.1% | +798.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling