+16,095.7%
MA vs PPL
+215.1%
+15,880.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +10.2% | +1.8% | +8.4% | +9.3% |
| 30D | +19.3% | +8.4% | +10.9% | +14.8% |
| 3M | +18.0% | +2.4% | +15.6% | +16.4% |
| 6M | +33.7% | -4.0% | +37.6% | +35.8% |
| YTD | +18.6% | +4.5% | +14.1% | +15.2% |
| 1Y | +22.5% | +1.7% | +20.8% | +20.4% |
| 3Y | +77.4% | +55.5% | +21.9% | +39.8% |
| 5Y | +106.6% | +47.0% | +59.6% | +66.0% |
| 10Y | +592.2% | +62.4% | +529.8% | +403.5% |
| All | +16,095.7% | +215.1% | +15,880.6% | +9,532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling