+611.5%
MSCI vs PPG
+26.3%
+585.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -4.7% | -5.1% | +0.4% | -2.2% |
| 30D | -2.2% | -9.6% | +7.4% | +2.7% |
| 3M | -9.7% | -6.4% | -3.3% | -7.4% |
| 6M | +0.3% | +0.5% | -0.3% | -2.1% |
| YTD | -3.5% | +4.4% | -7.9% | -8.5% |
| 1Y | -1.4% | -0.9% | -0.5% | -4.1% |
| 3Y | +6.6% | -17.0% | +23.5% | +11.9% |
| 5Y | -10.9% | -23.7% | +12.7% | -3.8% |
| All | +611.5% | +26.3% | +585.1% | +439.0% |
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