+836.3%
PPG vs FDS
+9,090.7%
-8,254.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.3% |
| 7D | 0.0% | -5.4% | +5.4% | +1.6% |
| 30D | -7.8% | +1.6% | -9.4% | -8.4% |
| 3M | -2.2% | +17.7% | -19.9% | -7.7% |
| 6M | +4.1% | +29.1% | -24.9% | -5.6% |
| YTD | +9.1% | +1.0% | +8.1% | +5.5% |
| 1Y | +1.0% | -21.6% | +22.6% | +4.8% |
| 3Y | -13.3% | -30.1% | +16.8% | -7.2% |
| 5Y | -19.2% | -20.7% | +1.5% | -17.1% |
| 10Y | +25.9% | +78.3% | -52.4% | +1.1% |
| All | +836.3% | +9,090.7% | -8,254.4% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling