+174.8%
MS vs PPG
+3.3%
+171.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.9% | +20.5% | -21.5% | -8.8% |
| 3M | -13.0% | +5.3% | -18.3% | -15.0% |
| 6M | -2.0% | +15.8% | -17.8% | -9.0% |
| YTD | +7.8% | +24.6% | -16.8% | -5.1% |
| 1Y | +17.9% | +33.6% | -15.7% | -0.2% |
| 3Y | +174.8% | +5.0% | +169.8% | +149.1% |
| All | +174.8% | +3.3% | +171.5% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling