+878.4%
MSFT vs PPG
+26.9%
+851.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.8% | -6.2% | +5.4% | +1.6% |
| 30D | +0.8% | -7.9% | +8.8% | +4.0% |
| 3M | +27.2% | -10.2% | +37.4% | +32.0% |
| 6M | +22.9% | +2.7% | +20.3% | +19.8% |
| YTD | +3.1% | +4.9% | -1.7% | -1.3% |
| 1Y | -0.3% | -3.2% | +2.9% | -1.6% |
| 3Y | +50.1% | -17.0% | +67.1% | +54.6% |
| 5Y | +74.6% | -23.3% | +98.0% | +81.7% |
| All | +878.4% | +26.9% | +851.5% | +679.5% |
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