+2,600.6%
PPG vs MTB
+8,229.7%
-5,629.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -3.7% | +1.1% | -4.8% | -4.2% |
| 30D | -7.2% | -4.6% | -2.6% | -5.4% |
| 3M | -7.3% | +6.3% | -13.6% | -9.7% |
| 6M | +0.3% | +15.6% | -15.3% | -5.5% |
| YTD | +6.5% | +20.6% | -14.0% | -1.4% |
| 1Y | +0.5% | +22.5% | -22.0% | -7.8% |
| 3Y | -15.3% | +114.4% | -129.7% | -39.5% |
| 5Y | -22.9% | +101.9% | -124.8% | -45.2% |
| 10Y | +28.4% | +170.4% | -142.0% | -24.8% |
| All | +2,600.6% | +8,229.7% | -5,629.1% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling