-21.9%
PPG vs FBTC
+62.0%
-83.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | -7.2% | +22.3% | -29.5% | -9.2% |
| 3M | -7.3% | +26.0% | -33.3% | -9.6% |
| 6M | +0.3% | +13.2% | -12.9% | -1.2% |
| YTD | +6.5% | -10.7% | +17.3% | +6.9% |
| 1Y | +0.5% | -30.0% | +30.5% | +3.3% |
| All | -21.9% | +62.0% | -83.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling