-22.9%
PPG vs FGI
-69.1%
+46.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.3% |
| 7D | -3.7% | +14.7% | -18.4% | -3.7% |
| 30D | -7.2% | +67.0% | -74.2% | -7.3% |
| 3M | -7.3% | +31.0% | -38.4% | -7.5% |
| 6M | +0.3% | +126.8% | -126.6% | +0.1% |
| YTD | +6.5% | +35.6% | -29.1% | +6.4% |
| 1Y | +0.5% | +108.9% | -108.4% | +0.3% |
| 3Y | -15.3% | -0.3% | -15.0% | -14.3% |
| All | -22.9% | -69.1% | +46.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling