+102.4%
FN vs PPG
+2.5%
+99.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +12.0% |
| 7D | 0.0% | +2.4% | -2.4% | -1.5% |
| 30D | -34.3% | +16.5% | -50.8% | -39.3% |
| 3M | -39.9% | +5.1% | -45.0% | -41.6% |
| 6M | -51.8% | +11.1% | -63.0% | -54.9% |
| YTD | -28.1% | +21.7% | -49.8% | -37.5% |
| 1Y | -29.1% | +32.0% | -61.0% | -41.6% |
| 3Y | +102.4% | +2.8% | +99.7% | +87.5% |
| All | +102.4% | +2.5% | +99.9% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling