+66.3%
MA vs PPG
-20.0%
+86.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | -3.5% | -3.7% | +0.2% | -2.0% |
| 30D | +0.8% | -7.2% | +8.0% | +3.8% |
| 3M | +14.8% | -7.3% | +22.1% | +17.7% |
| 6M | +10.0% | +0.3% | +9.7% | +8.1% |
| YTD | -0.1% | +6.5% | -6.6% | -5.3% |
| 1Y | -2.2% | +0.5% | -2.8% | -4.9% |
| 3Y | +39.3% | -15.3% | +54.6% | +43.9% |
| 5Y | +66.3% | -22.9% | +89.2% | +76.7% |
| All | +66.3% | -20.0% | +86.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling