+13,824.2%
MA vs PPL
+207.2%
+13,617.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +2.7% | -5.4% | -3.9% |
| 30D | +1.5% | +0.5% | +1.1% | +1.2% |
| 3M | +20.4% | +0.7% | +19.8% | +19.8% |
| 6M | +11.1% | -7.6% | +18.7% | +15.0% |
| YTD | +2.0% | +1.8% | +0.1% | +0.3% |
| 1Y | -2.2% | -0.8% | -1.4% | -2.7% |
| 3Y | +41.9% | +56.9% | -15.0% | +11.0% |
| 5Y | +75.4% | +39.5% | +35.8% | +44.6% |
| 10Y | +527.5% | +55.4% | +472.2% | +366.0% |
| All | +13,824.2% | +207.2% | +13,617.0% | +8,289.6% |
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