+2,102.5%
FTI vs PPG
+648.5%
+1,453.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +1.1% |
| 7D | -2.3% | -3.7% | +1.4% | +0.1% |
| 30D | +5.0% | -7.2% | +12.2% | +10.1% |
| 3M | +13.8% | -7.3% | +21.2% | +17.5% |
| 6M | +22.9% | +0.3% | +22.6% | +17.7% |
| YTD | +75.0% | +6.5% | +68.5% | +59.6% |
| 1Y | +96.9% | +0.5% | +96.3% | +85.5% |
| 3Y | +276.7% | -15.3% | +292.0% | +283.7% |
| 5Y | +1,157.0% | -22.9% | +1,179.9% | +1,187.6% |
| 10Y | +310.7% | +28.4% | +282.3% | +183.6% |
| All | +2,102.5% | +648.5% | +1,453.9% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling