+73.5%
MSFT vs PPG
-24.6%
+98.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.8% |
| 7D | -3.5% | -5.1% | +1.7% | -1.8% |
| 30D | -2.1% | -9.6% | +7.5% | +1.1% |
| 3M | +24.2% | -6.4% | +30.6% | +26.3% |
| 6M | +21.9% | +0.5% | +21.3% | +20.0% |
| YTD | +2.5% | +4.4% | -2.0% | -1.6% |
| 1Y | -0.8% | -0.9% | +0.1% | -2.9% |
| 3Y | +50.8% | -17.0% | +67.7% | +55.0% |
| 5Y | +73.5% | -23.7% | +97.2% | +71.7% |
| All | +73.5% | -24.6% | +98.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling