+7.2%
MAS vs PPG
-4.3%
+11.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.4% |
| 7D | -0.8% | -1.5% | +0.7% | +0.5% |
| 30D | -5.6% | -5.0% | -0.6% | -1.3% |
| 3M | +4.4% | +1.1% | +3.3% | +4.7% |
| 6M | +7.2% | -3.2% | +10.4% | +10.1% |
| All | +7.2% | -4.3% | +11.5% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling