+3,689.8%
FN vs PPG
+383.3%
+3,306.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.2% |
| 7D | -1.7% | -1.5% | -0.2% | -0.8% |
| 30D | -22.0% | -5.0% | -17.0% | -19.7% |
| 3M | -43.0% | +1.1% | -44.1% | -43.9% |
| 6M | -27.7% | -3.2% | -24.6% | -27.2% |
| YTD | -10.5% | +11.9% | -22.4% | -18.2% |
| 1Y | +12.5% | +5.3% | +7.2% | +5.9% |
| 3Y | +153.8% | -15.0% | +168.8% | +168.3% |
| 5Y | +288.0% | -19.6% | +307.6% | +312.1% |
| 10Y | +906.4% | +27.0% | +879.4% | +640.2% |
| All | +3,689.8% | +383.3% | +3,306.5% | +926.6% |
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 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