+38.6%
MA vs PPG
-16.1%
+54.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -3.5% | -3.7% | +0.2% | -2.5% |
| 30D | +0.8% | -7.2% | +8.0% | +2.9% |
| 3M | +14.8% | -7.3% | +22.1% | +16.9% |
| 6M | +10.0% | +0.3% | +9.7% | +8.8% |
| YTD | -0.1% | +6.5% | -6.6% | -4.0% |
| 1Y | -2.2% | +0.5% | -2.8% | -4.2% |
| All | +38.6% | -16.1% | +54.7% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling