+808.5%
MS vs PPL
+54.8%
+753.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | 0.0% |
| 30D | -0.3% | +0.5% | -0.7% | -0.6% |
| 3M | +0.3% | +0.7% | -0.4% | -0.5% |
| 6M | +31.3% | -7.6% | +38.9% | +35.7% |
| YTD | +24.7% | +1.8% | +22.8% | +21.8% |
| 1Y | +47.9% | -0.8% | +48.7% | +46.2% |
| 3Y | +178.3% | +56.9% | +121.5% | +109.7% |
| 5Y | +144.9% | +39.5% | +105.4% | +95.3% |
| All | +808.5% | +54.8% | +753.7% | +544.1% |
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