+270.5%
FTI vs PPG
-17.4%
+287.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.4% | -6.2% | +1.9% | -3.3% |
| 30D | +1.5% | -7.9% | +9.4% | +3.0% |
| 3M | +8.2% | -10.2% | +18.4% | +9.9% |
| 6M | +18.8% | +2.7% | +16.2% | +15.7% |
| YTD | +71.7% | +4.9% | +66.8% | +65.4% |
| 1Y | +90.0% | -3.2% | +93.2% | +87.6% |
| 3Y | +270.5% | -17.0% | +287.5% | +238.4% |
| All | +270.5% | -17.4% | +287.8% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling