-62.9%
MUZ vs PPG
-5.8%
-57.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.5% | -9.2% |
| 7D | -16.3% | -3.7% | -12.5% | -20.7% |
| 30D | -36.4% | -7.2% | -29.2% | -43.0% |
| 3M | -62.9% | -7.3% | -55.6% | -65.1% |
| All | -62.9% | -5.8% | -57.1% | -65.1% |
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 · Available span rolling