+2,460.4%
MAR vs PPG
+544.4%
+1,916.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +2.3% |
| 7D | -0.5% | -3.7% | +3.2% | +1.8% |
| 30D | -4.7% | -7.2% | +2.5% | -0.3% |
| 3M | -15.6% | -7.3% | -8.3% | -12.4% |
| 6M | +1.2% | +0.3% | +1.0% | -0.6% |
| YTD | +7.5% | +6.5% | +1.0% | +1.2% |
| 1Y | +26.6% | +0.5% | +26.1% | +23.2% |
| 3Y | +66.0% | -15.3% | +81.2% | +76.5% |
| 5Y | +154.1% | -22.9% | +177.0% | +180.3% |
| 10Y | +441.9% | +28.4% | +413.5% | +325.0% |
| All | +2,460.4% | +544.4% | +1,916.0% | +612.3% |
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