+38.2%
PPL vs FGI
-70.4%
+108.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | 0.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.7% |
| 30D | +0.5% | +65.4% | -64.9% | +0.5% |
| 3M | +0.7% | +23.5% | -22.8% | +0.6% |
| 6M | -7.6% | +60.5% | -68.1% | -7.5% |
| YTD | +1.8% | +30.0% | -28.2% | +1.9% |
| 1Y | -0.8% | +82.1% | -82.8% | -0.5% |
| 3Y | +56.9% | -4.4% | +61.3% | +58.1% |
| All | +38.2% | -70.4% | +108.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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