-23.1%
PPG vs MTB
+104.1%
-127.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -7.9% | -4.8% | -3.1% | -6.0% |
| 3M | -10.2% | +6.0% | -16.2% | -12.5% |
| 6M | +2.7% | +19.6% | -17.0% | -4.8% |
| YTD | +4.9% | +21.5% | -16.6% | -3.4% |
| 1Y | -3.2% | +24.7% | -27.9% | -12.0% |
| 3Y | -17.0% | +108.6% | -125.6% | -39.6% |
| All | -23.1% | +104.1% | -127.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling