+593.1%
MA vs PPG
+53.9%
+539.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | +9.6% | +17.6% | -8.0% | +1.0% |
| 3M | +16.8% | +7.5% | +9.3% | +12.4% |
| 6M | +35.2% | +17.6% | +17.6% | +23.2% |
| YTD | +16.6% | +22.6% | -6.0% | +2.0% |
| 1Y | +19.8% | +28.0% | -8.2% | +2.4% |
| 3Y | +70.7% | +1.8% | +68.9% | +60.9% |
| 5Y | +87.4% | -15.5% | +102.9% | +91.8% |
| All | +593.1% | +53.9% | +539.2% | +365.5% |
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