+1,620.6%
MAS vs PPG
+3,035.7%
-1,415.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -1.4% |
| 7D | +4.6% | +2.7% | +1.8% | +2.8% |
| 30D | +19.9% | +15.7% | +4.2% | +9.1% |
| 3M | +8.9% | +4.1% | +4.8% | +6.3% |
| 6M | +20.2% | +17.3% | +2.8% | +8.9% |
| YTD | +33.9% | +22.5% | +11.3% | +17.7% |
| 1Y | +34.7% | +31.4% | +3.2% | +13.3% |
| 3Y | +60.4% | +3.1% | +57.3% | +56.8% |
| 5Y | +43.5% | -15.9% | +59.4% | +57.7% |
| 10Y | +226.7% | +60.5% | +166.2% | +126.8% |
| All | +1,620.6% | +3,035.7% | -1,415.1% | +210.9% |
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 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