-17.4%
PPG vs FDS
-36.6%
+19.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.0% |
| 7D | -5.1% | -16.0% | +10.8% | -2.4% |
| 30D | -9.6% | -6.7% | -2.8% | -8.6% |
| 3M | -6.4% | +6.0% | -12.4% | -7.6% |
| 6M | +0.5% | +25.1% | -24.6% | -5.0% |
| YTD | +4.4% | -8.1% | +12.6% | +8.6% |
| 1Y | -0.9% | -26.0% | +25.1% | +11.9% |
| All | -17.4% | -36.6% | +19.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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