+1,066.1%
PPG vs MDY
+2,615.3%
-1,549.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.4% |
| 7D | -3.7% | -0.8% | -3.0% | -3.1% |
| 30D | -7.2% | -3.9% | -3.3% | -4.0% |
| 3M | -7.3% | 0.0% | -7.3% | -7.0% |
| 6M | +0.3% | +8.5% | -8.3% | -5.9% |
| YTD | +6.5% | +13.2% | -6.7% | -3.6% |
| 1Y | +0.5% | +15.0% | -14.5% | -10.3% |
| 3Y | -15.3% | +49.6% | -64.9% | -39.9% |
| 5Y | -22.9% | +46.0% | -68.9% | -43.8% |
| 10Y | +28.4% | +176.4% | -148.0% | -46.2% |
| All | +1,066.1% | +2,615.3% | -1,549.2% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling