+2,166.4%
FIX vs PPG
-20.0%
+2,186.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.8% |
| 7D | +3.5% | -3.7% | +7.3% | +5.6% |
| 30D | -3.5% | -7.2% | +3.7% | +0.2% |
| 3M | -11.8% | -7.3% | -4.4% | -8.8% |
| 6M | +17.8% | +0.3% | +17.5% | +16.2% |
| YTD | +73.3% | +6.5% | +66.8% | +64.6% |
| 1Y | +128.1% | +0.5% | +127.6% | +122.6% |
| 3Y | +772.7% | -15.3% | +787.9% | +814.3% |
| 5Y | +2,166.4% | -22.9% | +2,189.3% | +2,350.1% |
| All | +2,166.4% | -20.0% | +2,186.4% | +2,350.1% |
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