+3.7%
PPG vs FGI
-3.4%
+7.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +20.4% | -3.4% | +23.7% | +20.4% |
| 3M | +8.4% | +61.8% | -53.4% | +8.7% |
| 6M | +15.6% | +17.0% | -1.4% | +15.8% |
| YTD | +24.4% | +31.4% | -7.0% | +25.1% |
| 1Y | +32.9% | +42.7% | -9.8% | +33.8% |
| 3Y | +3.7% | -0.1% | +3.8% | +9.7% |
| All | +3.7% | -3.4% | +7.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling