+3,304.1%
FN vs PPG
+438.2%
+2,865.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +10.5% |
| 7D | +16.3% | +0.3% | +15.9% | +15.8% |
| 30D | -24.7% | +20.5% | -45.3% | -32.9% |
| 3M | -34.9% | +5.3% | -40.3% | -37.3% |
| 6M | -41.1% | +15.8% | -56.9% | -46.8% |
| YTD | -19.6% | +24.6% | -44.2% | -31.5% |
| 1Y | -18.5% | +33.6% | -52.1% | -33.6% |
| 3Y | +119.1% | +5.0% | +114.1% | +103.2% |
| 5Y | +206.9% | -14.0% | +220.9% | +212.1% |
| 10Y | +826.4% | +58.2% | +768.2% | +488.0% |
| All | +3,304.1% | +438.2% | +2,865.9% | +760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling