-23.7%
PPG vs FDS
-28.1%
+4.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -0.4% |
| 7D | -5.1% | -16.0% | +10.8% | -0.6% |
| 30D | -9.6% | -6.7% | -2.8% | -8.0% |
| 3M | -6.4% | +6.0% | -12.4% | -8.7% |
| 6M | +0.5% | +25.1% | -24.6% | -8.6% |
| YTD | +4.4% | -8.1% | +12.6% | +7.0% |
| 1Y | -0.9% | -26.0% | +25.1% | +11.7% |
| 3Y | -17.0% | -36.4% | +19.5% | -1.1% |
| 5Y | -23.7% | -27.7% | +4.1% | -12.9% |
| All | -23.7% | -28.1% | +4.5% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling