+2,800.3%
MSCI vs PPG
+444.7%
+2,355.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +3.0% | +0.7% | +2.3% | +2.6% |
| 30D | +17.8% | +17.6% | +0.2% | +7.2% |
| 3M | +15.2% | +7.5% | +7.7% | +10.1% |
| 6M | +16.5% | +17.6% | -1.2% | +4.6% |
| YTD | +16.4% | +22.6% | -6.2% | -0.3% |
| 1Y | +16.8% | +28.0% | -11.2% | -2.6% |
| 3Y | +35.8% | +1.8% | +34.0% | +26.7% |
| 5Y | +7.0% | -15.5% | +22.4% | +9.9% |
| 10Y | +818.6% | +54.9% | +763.7% | +494.3% |
| All | +2,800.3% | +444.7% | +2,355.7% | +657.6% |
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 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