+1,392.2%
MAS vs PPG
+2,762.5%
-1,370.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | +0.2% |
| 30D | -5.6% | -5.0% | -0.6% | -2.3% |
| 3M | +4.4% | +1.1% | +3.3% | +4.2% |
| 6M | +7.2% | -3.2% | +10.4% | +9.7% |
| YTD | +16.1% | +11.9% | +4.2% | +8.2% |
| 1Y | +0.1% | +5.3% | -5.2% | -3.0% |
| 3Y | +28.3% | -15.0% | +43.3% | +41.8% |
| 5Y | +30.5% | -19.6% | +50.1% | +47.4% |
| 10Y | +139.1% | +27.0% | +112.1% | +92.5% |
| All | +1,392.2% | +2,762.5% | -1,370.3% | +185.8% |
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