+43.1%
FLNC vs PPG
-0.8%
+43.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.3% |
| 7D | -4.1% | -6.2% | +2.2% | -1.6% |
| 30D | -24.8% | -7.9% | -16.8% | -22.3% |
| 3M | -59.1% | -10.2% | -48.9% | -57.3% |
| 6M | -42.0% | +2.7% | -44.6% | -42.1% |
| YTD | -49.8% | +4.9% | -54.7% | -47.2% |
| 1Y | +43.1% | -3.2% | +46.3% | +64.2% |
| All | +43.1% | -0.8% | +43.8% | +64.2% |
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 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