+24.1%
PPG vs FWONK
+340.2%
-316.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -7.9% | -7.7% | -0.2% | -5.7% |
| 3M | -10.2% | +5.7% | -15.9% | -12.0% |
| 6M | +2.7% | +13.5% | -10.8% | -1.7% |
| YTD | +4.9% | -3.0% | +7.8% | +5.1% |
| 1Y | -3.2% | -6.4% | +3.2% | -2.1% |
| 3Y | -17.0% | +43.8% | -60.8% | -27.9% |
| 5Y | -23.3% | +98.6% | -121.9% | -40.2% |
| All | +24.1% | +340.2% | -316.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling