-22.6%
FPS vs PPG
+2.9%
-25.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.0% | -22.3% | -19.2% |
| 7D | -23.3% | +7.5% | -30.8% | -26.4% |
| 30D | -42.4% | +20.9% | -63.3% | -48.5% |
| 3M | -43.0% | +8.7% | -51.8% | -45.7% |
| 6M | -44.5% | +23.8% | -68.3% | -51.7% |
| All | -22.6% | +2.9% | -25.5% | -25.0% |
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