-23.1%
PPG vs FND
-63.3%
+40.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -6.2% | -5.8% | -0.5% | -4.3% |
| 30D | -7.9% | -20.2% | +12.3% | -0.6% |
| 3M | -10.2% | -12.0% | +1.7% | -6.7% |
| 6M | +2.7% | -18.5% | +21.2% | +8.8% |
| YTD | +4.9% | -22.3% | +27.1% | +12.4% |
| 1Y | -3.2% | -47.6% | +44.5% | +17.6% |
| 3Y | -17.0% | -49.8% | +32.8% | -2.8% |
| All | -23.1% | -63.3% | +40.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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