-24.4%
PPG vs FGI
-66.2%
+41.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.4% | -2.0% |
| 7D | -5.1% | +22.8% | -27.9% | -5.2% |
| 30D | -9.6% | +85.9% | -95.5% | -9.7% |
| 3M | -6.4% | +32.4% | -38.8% | -6.6% |
| 6M | +0.5% | +106.3% | -105.8% | +0.4% |
| YTD | +4.4% | +48.4% | -44.0% | +4.3% |
| 1Y | -0.9% | +116.4% | -117.3% | -1.1% |
| 3Y | -17.0% | +9.2% | -26.1% | -16.0% |
| All | -24.4% | -66.2% | +41.8% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling