-17.0%
PPG vs FTV
-5.2%
-11.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -6.2% | -4.0% | -2.3% | -4.1% |
| 30D | -7.9% | -11.0% | +3.1% | -1.9% |
| 3M | -10.2% | -8.4% | -1.8% | -5.8% |
| 6M | +2.7% | -2.6% | +5.2% | +3.8% |
| YTD | +4.9% | -0.6% | +5.5% | +4.0% |
| 1Y | -3.2% | +11.0% | -14.1% | -10.2% |
| 3Y | -17.0% | -6.3% | -10.7% | -14.6% |
| All | -17.0% | -5.2% | -11.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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