+144.8%
MS vs PPG
-18.4%
+163.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.6% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | 0.0% | -7.8% | +7.7% | +4.1% |
| 3M | +2.4% | -2.2% | +4.6% | +2.8% |
| 6M | +36.4% | +4.1% | +32.2% | +31.5% |
| YTD | +23.8% | +9.1% | +14.7% | +15.4% |
| 1Y | +48.6% | +1.0% | +47.7% | +44.1% |
| 3Y | +179.1% | -13.3% | +192.4% | +189.8% |
| 5Y | +144.8% | -19.2% | +164.0% | +153.6% |
| All | +144.8% | -18.4% | +163.2% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling