+556.3%
MA vs PPL
+62.9%
+493.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +3.2% | +1.0% | +2.1% | +2.7% |
| 30D | +15.9% | +6.8% | +9.1% | +12.5% |
| 3M | +15.2% | +3.9% | +11.3% | +12.9% |
| 6M | +32.4% | -2.0% | +34.4% | +33.2% |
| YTD | +15.6% | +5.3% | +10.4% | +12.0% |
| 1Y | +19.3% | +2.2% | +17.1% | +17.1% |
| 3Y | +73.0% | +56.7% | +16.2% | +36.0% |
| 5Y | +93.7% | +49.1% | +44.7% | +55.1% |
| All | +556.3% | +62.9% | +493.4% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling