-32.8%
FPS vs PPL
+3.7%
-36.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.5% | +6.8% |
| 7D | -24.5% | +0.4% | -24.9% | -24.4% |
| 30D | -52.1% | +5.4% | -57.5% | -51.6% |
| 3M | -48.4% | +4.3% | -52.6% | -47.7% |
| 6M | -54.4% | -1.3% | -53.0% | -54.1% |
| All | -32.8% | +3.7% | -36.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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