+12,471.5%
FIX vs PPG
+681.4%
+11,790.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | +6.0% | -1.5% | +7.5% | +6.9% |
| 30D | -7.2% | -5.0% | -2.3% | -4.7% |
| 3M | -15.9% | +1.1% | -17.0% | -17.0% |
| 6M | +12.7% | -3.2% | +15.9% | +13.7% |
| YTD | +72.8% | +11.9% | +60.9% | +59.5% |
| 1Y | +122.9% | +5.3% | +117.6% | +111.7% |
| 3Y | +774.3% | -15.0% | +789.3% | +822.9% |
| 5Y | +2,049.5% | -19.6% | +2,069.1% | +2,190.5% |
| 10Y | +5,821.5% | +27.0% | +5,794.4% | +4,678.4% |
| All | +12,471.5% | +681.4% | +11,790.1% | +3,603.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling