+503.0%
MA vs PPG
+26.9%
+476.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -1.7% | -6.2% | +4.5% | +1.4% |
| 30D | +1.7% | -7.9% | +9.6% | +5.9% |
| 3M | +17.2% | -10.2% | +27.4% | +22.8% |
| 6M | +13.3% | +2.7% | +10.7% | +9.5% |
| YTD | +0.2% | +4.9% | -4.7% | -5.0% |
| 1Y | -2.7% | -3.2% | +0.5% | -3.9% |
| 3Y | +39.1% | -17.0% | +56.1% | +45.6% |
| 5Y | +68.8% | -23.3% | +92.1% | +80.2% |
| All | +503.0% | +26.9% | +476.1% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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