+40.4%
MAS vs PPG
+33.2%
+7.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +3.6% | +3.2% | +0.4% | +0.9% |
| 30D | +23.8% | +20.4% | +3.4% | +5.5% |
| 3M | +14.4% | +8.4% | +6.0% | +6.7% |
| 6M | +19.7% | +15.6% | +4.1% | +6.9% |
| YTD | +36.0% | +24.4% | +11.5% | +11.8% |
| 1Y | +40.4% | +32.9% | +7.5% | +8.2% |
| All | +40.4% | +33.2% | +7.2% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling