+13,824.1%
MA vs PPG
+442.0%
+13,382.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.0% |
| 7D | -2.7% | -1.5% | -1.2% | -1.9% |
| 30D | +1.5% | -5.0% | +6.5% | +4.4% |
| 3M | +20.4% | +1.1% | +19.3% | +18.6% |
| 6M | +11.1% | -3.2% | +14.3% | +10.5% |
| YTD | +2.0% | +11.9% | -9.9% | -7.6% |
| 1Y | -2.2% | +5.3% | -7.5% | -8.3% |
| 3Y | +41.9% | -15.0% | +56.9% | +46.9% |
| 5Y | +75.4% | -19.6% | +95.0% | +82.6% |
| 10Y | +527.5% | +27.0% | +500.5% | +357.1% |
| All | +13,824.1% | +442.0% | +13,382.1% | +3,487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling