-17.0%
PPG vs MKC
-31.4%
+14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.2% | -1.5% | -4.8% | -5.8% |
| 30D | -7.9% | -3.1% | -4.8% | -7.2% |
| 3M | -10.2% | +5.2% | -15.4% | -11.8% |
| 6M | +2.7% | -12.8% | +15.5% | +6.7% |
| YTD | +4.9% | -23.3% | +28.2% | +13.3% |
| 1Y | -3.2% | -24.1% | +20.9% | +4.8% |
| 3Y | -17.0% | -32.1% | +15.1% | -8.1% |
| All | -17.0% | -31.4% | +14.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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