+1,036.2%
FTI vs PPG
-24.1%
+1,060.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.4% | -6.2% | +1.9% | -2.7% |
| 30D | +1.5% | -7.9% | +9.4% | +3.7% |
| 3M | +8.2% | -10.2% | +18.4% | +10.7% |
| 6M | +18.8% | +2.7% | +16.2% | +15.6% |
| YTD | +71.7% | +4.9% | +66.8% | +65.3% |
| 1Y | +90.0% | -3.2% | +93.2% | +87.7% |
| 3Y | +270.5% | -17.0% | +287.5% | +272.7% |
| All | +1,036.2% | -24.1% | +1,060.2% | +1,028.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling