+2,222.5%
MKSI vs PPG
+693.3%
+1,529.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +2.7% | -6.2% | +8.9% | +7.2% |
| 30D | -12.8% | -7.9% | -4.9% | -7.9% |
| 3M | -22.5% | -10.2% | -12.3% | -17.1% |
| 6M | +19.4% | +2.7% | +16.7% | +16.1% |
| YTD | +67.7% | +4.9% | +62.8% | +60.0% |
| 1Y | +131.4% | -3.2% | +134.6% | +131.9% |
| 3Y | +197.3% | -17.0% | +214.3% | +237.2% |
| 5Y | +87.0% | -23.3% | +110.3% | +122.3% |
| 10Y | +522.1% | +26.4% | +495.7% | +423.7% |
| All | +2,222.5% | +693.3% | +1,529.2% | +662.0% |
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