+755.5%
FN vs PPG
+53.6%
+701.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.0% |
| 7D | +20.8% | -0.2% | +20.9% | +21.0% |
| 30D | -17.3% | +17.7% | -35.0% | -24.4% |
| 3M | -38.1% | +7.4% | -45.5% | -40.7% |
| 6M | -44.2% | +16.4% | -60.6% | -49.2% |
| YTD | -22.3% | +22.4% | -44.6% | -31.9% |
| 1Y | -20.9% | +28.6% | -49.5% | -32.8% |
| 3Y | +111.1% | +2.0% | +109.1% | +100.4% |
| 5Y | +191.8% | -15.6% | +207.4% | +198.6% |
| All | +755.5% | +53.6% | +701.9% | +505.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling