+803.2%
MS vs PPG
+23.8%
+779.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +1.0% |
| 7D | +1.7% | -3.7% | +5.4% | +4.0% |
| 30D | 0.0% | -7.2% | +7.2% | +4.6% |
| 3M | +3.0% | -7.3% | +10.3% | +7.0% |
| 6M | +35.7% | +0.3% | +35.4% | +32.8% |
| YTD | +23.3% | +6.5% | +16.8% | +15.1% |
| 1Y | +44.7% | +0.5% | +44.1% | +39.4% |
| 3Y | +178.0% | -15.3% | +193.3% | +194.5% |
| 5Y | +143.2% | -22.9% | +166.1% | +166.5% |
| 10Y | +803.2% | +28.4% | +774.8% | +553.6% |
| All | +803.2% | +23.8% | +779.4% | +553.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling