-17.0%
PPG vs MDY
+48.5%
-65.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | -6.2% | -1.9% | -4.4% | -4.5% |
| 30D | -7.9% | -4.6% | -3.3% | -3.6% |
| 3M | -10.2% | -1.2% | -9.0% | -8.9% |
| 6M | +2.7% | +9.2% | -6.5% | -4.7% |
| YTD | +4.9% | +13.1% | -8.2% | -5.5% |
| 1Y | -3.2% | +13.0% | -16.2% | -12.9% |
| 3Y | -17.0% | +49.2% | -66.2% | -41.3% |
| All | -17.0% | +48.5% | -65.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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