+1,046.7%
FIX vs PPG
-14.3%
+1,061.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.2% |
| 7D | -7.2% | +0.3% | -7.6% | -7.7% |
| 30D | -35.1% | +20.5% | -55.7% | -41.5% |
| 3M | -34.3% | +5.3% | -39.6% | -36.5% |
| 6M | -42.9% | +15.8% | -58.7% | -47.9% |
| YTD | +19.5% | +24.6% | -5.1% | +3.9% |
| 1Y | +16.8% | +33.6% | -16.8% | -2.5% |
| 3Y | +506.7% | +5.0% | +501.7% | +463.5% |
| 5Y | +1,046.7% | -14.0% | +1,060.7% | +1,078.4% |
| All | +1,046.7% | -14.3% | +1,061.0% | +1,078.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling