+15.4%
PPG vs FND
+57.3%
-41.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.7% | -0.8% | -3.0% | -3.5% |
| 30D | -7.2% | -19.6% | +12.4% | -1.3% |
| 3M | -7.3% | -4.3% | -3.0% | -6.5% |
| 6M | +0.3% | -20.4% | +20.7% | +6.1% |
| YTD | +6.5% | -21.9% | +28.4% | +12.9% |
| 1Y | +0.5% | -45.2% | +45.7% | +17.0% |
| 3Y | -15.3% | -49.2% | +33.9% | -2.7% |
| 5Y | -22.9% | -61.8% | +38.9% | -9.2% |
| All | +15.4% | +57.3% | -41.9% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling