-18.5%
FN vs PPG
+28.6%
-47.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.3% |
| 7D | +0.3% | +0.7% | -0.5% | +0.2% |
| 30D | -16.5% | +17.6% | -34.1% | -20.3% |
| 3M | -42.1% | +7.5% | -49.6% | -43.3% |
| 6M | -52.9% | +17.6% | -70.5% | -55.2% |
| YTD | -28.0% | +22.6% | -50.5% | -31.7% |
| 1Y | -18.5% | +28.0% | -46.5% | -20.9% |
| All | -18.5% | +28.6% | -47.2% | -20.9% |
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