+9.7%
FPS vs PPG
-14.7%
+24.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.5% | +8.7% |
| 7D | +1.5% | -6.2% | +7.7% | +5.5% |
| 30D | -16.9% | -7.9% | -8.9% | -12.6% |
| 3M | -45.3% | -10.2% | -35.1% | -42.0% |
| 6M | -10.3% | +2.7% | -13.0% | -12.2% |
| All | +9.7% | -14.7% | +24.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling