+5,423.2%
MS vs PPG
+1,626.2%
+3,797.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -0.9% | +20.5% | -21.5% | -14.3% |
| 3M | -13.0% | +5.3% | -18.3% | -16.9% |
| 6M | -2.0% | +15.8% | -17.8% | -14.0% |
| YTD | +7.8% | +24.6% | -16.8% | -12.5% |
| 1Y | +17.9% | +33.6% | -15.7% | -9.6% |
| 3Y | +174.8% | +5.0% | +169.8% | +146.5% |
| 5Y | +119.9% | -14.0% | +133.8% | +120.9% |
| 10Y | +578.8% | +58.2% | +520.6% | +292.1% |
| All | +5,423.2% | +1,626.2% | +3,797.0% | +704.9% |
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