-68.4%
FLNC vs PPG
+38.5%
-106.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.0% | +5.2% | +7.5% |
| 7D | -2.1% | +7.5% | -9.6% | -6.2% |
| 30D | -20.8% | +20.9% | -41.7% | -29.0% |
| 3M | -61.3% | +8.7% | -70.0% | -63.3% |
| 6M | -50.9% | +23.8% | -74.7% | -56.5% |
| YTD | -69.4% | +26.5% | -95.9% | -73.7% |
| 1Y | -68.4% | +37.6% | -106.0% | -73.1% |
| All | -68.4% | +38.5% | -106.9% | -73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling