+3,263.4%
MRSH vs PPG
+2,583.7%
+679.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.8% | -6.2% | +1.5% | -2.3% |
| 30D | -6.3% | -7.9% | +1.6% | -3.2% |
| 3M | +5.8% | -10.2% | +16.0% | +9.8% |
| 6M | +2.8% | +2.7% | +0.1% | +0.1% |
| YTD | -3.1% | +4.9% | -8.0% | -6.9% |
| 1Y | -11.3% | -3.2% | -8.1% | -12.2% |
| 3Y | -5.0% | -17.0% | +12.0% | -2.1% |
| 5Y | +19.2% | -23.3% | +42.5% | +24.1% |
| 10Y | +217.4% | +26.4% | +191.0% | +156.9% |
| All | +3,263.4% | +2,583.7% | +679.7% | +792.0% |
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