-23.1%
PPG vs FLR
+238.1%
-261.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -6.2% | -3.5% | -2.8% | -5.6% |
| 30D | -7.9% | +4.2% | -12.1% | -8.8% |
| 3M | -10.2% | +8.1% | -18.3% | -12.1% |
| 6M | +2.7% | +21.5% | -18.9% | -2.4% |
| YTD | +4.9% | +36.8% | -31.9% | -2.7% |
| 1Y | -3.2% | +31.2% | -34.4% | -9.9% |
| 3Y | -17.0% | +53.9% | -70.9% | -29.5% |
| All | -23.1% | +238.1% | -261.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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