+6,288.2%
MS vs PPG
+1,450.1%
+4,838.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.0% |
| 7D | +1.4% | -1.5% | +2.9% | +2.5% |
| 30D | -0.3% | -5.0% | +4.7% | +3.5% |
| 3M | +0.3% | +1.1% | -0.8% | -1.8% |
| 6M | +31.3% | -3.2% | +34.5% | +31.1% |
| YTD | +24.7% | +11.9% | +12.8% | +10.3% |
| 1Y | +47.9% | +5.3% | +42.6% | +35.9% |
| 3Y | +178.3% | -15.0% | +193.3% | +194.9% |
| 5Y | +144.9% | -19.6% | +164.5% | +158.8% |
| 10Y | +804.5% | +27.0% | +777.5% | +521.2% |
| All | +6,288.2% | +1,450.1% | +4,838.1% | +915.4% |
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