-23.1%
PPG vs FBTC
+60.2%
-83.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.2% | -3.1% | -3.1% | -5.9% |
| 30D | -7.9% | +22.0% | -30.0% | -9.9% |
| 3M | -10.2% | +21.6% | -31.9% | -12.1% |
| 6M | +2.7% | +9.2% | -6.6% | +1.5% |
| YTD | +4.9% | -11.8% | +16.7% | +5.4% |
| 1Y | -3.2% | -32.7% | +29.5% | -0.1% |
| All | -23.1% | +60.2% | -83.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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