+426.6%
PPG vs MKTX
+1,442.6%
-1,016.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -7.9% | +0.7% | -8.7% | -8.1% |
| 3M | -10.2% | +40.8% | -51.0% | -17.9% |
| 6M | +2.7% | -8.0% | +10.7% | +3.1% |
| YTD | +4.9% | -8.7% | +13.6% | +5.4% |
| 1Y | -3.2% | -11.8% | +8.6% | -2.2% |
| 3Y | -17.0% | -24.0% | +7.0% | -15.6% |
| 5Y | -23.3% | -60.3% | +37.0% | -10.9% |
| 10Y | +26.4% | +5.0% | +21.4% | +10.0% |
| All | +426.6% | +1,442.6% | -1,016.0% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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