+433.8%
MAR vs PPG
+26.9%
+407.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -0.5% | -6.2% | +5.7% | +3.6% |
| 30D | -5.4% | -7.9% | +2.5% | -0.3% |
| 3M | -15.5% | -10.2% | -5.3% | -10.3% |
| 6M | +3.0% | +2.7% | +0.3% | -0.7% |
| YTD | +8.5% | +4.9% | +3.6% | +2.6% |
| 1Y | +26.0% | -3.2% | +29.1% | +25.2% |
| 3Y | +68.6% | -17.0% | +85.6% | +82.1% |
| 5Y | +157.4% | -23.3% | +180.7% | +185.7% |
| All | +433.8% | +26.9% | +407.0% | +302.9% |
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