+84.3%
MKSI vs PPG
-24.1%
+108.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.7% |
| 7D | +2.7% | -6.2% | +8.9% | +8.4% |
| 30D | -12.8% | -7.9% | -4.9% | -6.6% |
| 3M | -22.5% | -10.2% | -12.3% | -15.9% |
| 6M | +19.4% | +2.7% | +16.7% | +14.2% |
| YTD | +67.7% | +4.9% | +62.8% | +55.7% |
| 1Y | +131.4% | -3.2% | +134.6% | +129.8% |
| 3Y | +197.3% | -17.0% | +214.3% | +237.7% |
| All | +84.3% | -24.1% | +108.4% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling