+37.6%
PPG vs FGI
+38.7%
-1.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.0% | +10.0% | +5.0% |
| 7D | +7.5% | +3.3% | +4.1% | +7.4% |
| 30D | +20.9% | -2.0% | +22.9% | +20.9% |
| 3M | +8.7% | +60.3% | -51.5% | +8.6% |
| 6M | +23.8% | +0.7% | +23.1% | +23.5% |
| YTD | +26.5% | +30.2% | -3.7% | +27.0% |
| 1Y | +37.6% | +44.4% | -6.8% | +36.5% |
| All | +37.6% | +38.7% | -1.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling