+888.4%
FN vs PPG
+26.3%
+862.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.5% | -2.4% |
| 7D | +2.3% | -5.1% | +7.4% | +5.1% |
| 30D | -23.2% | -9.6% | -13.6% | -19.2% |
| 3M | -30.4% | -6.4% | -24.0% | -28.4% |
| 6M | -25.6% | +0.5% | -26.1% | -26.7% |
| YTD | -11.3% | +4.4% | -15.7% | -15.2% |
| 1Y | +8.4% | -0.9% | +9.3% | +6.0% |
| 3Y | +166.2% | -17.0% | +183.2% | +182.7% |
| 5Y | +290.3% | -23.7% | +314.0% | +322.5% |
| All | +888.4% | +26.3% | +862.0% | +697.6% |
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