+7.3%
MSCI vs PPG
-13.4%
+20.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.7% | -7.8% | +6.0% | +0.7% |
| 3M | -8.2% | -2.2% | -6.0% | -8.0% |
| 6M | -2.4% | +4.1% | -6.6% | -5.0% |
| YTD | -2.8% | +9.1% | -11.9% | -8.4% |
| 1Y | -2.7% | +1.0% | -3.6% | -5.0% |
| 3Y | +7.3% | -13.3% | +20.6% | +8.7% |
| All | +7.3% | -13.4% | +20.7% | +8.7% |
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