+542.0%
MS vs PPG
+53.9%
+488.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | +0.7% | +4.3% | +4.6% |
| 30D | +5.7% | +17.6% | -11.9% | -4.5% |
| 3M | -12.2% | +7.5% | -19.6% | -16.3% |
| 6M | -0.5% | +17.6% | -18.1% | -11.3% |
| YTD | +9.8% | +22.6% | -12.7% | -6.3% |
| 1Y | +17.7% | +28.0% | -10.3% | -2.6% |
| 3Y | +176.8% | +1.8% | +175.0% | +160.7% |
| 5Y | +123.7% | -15.5% | +139.2% | +133.1% |
| All | +542.0% | +53.9% | +488.1% | +324.6% |
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