+161.8%
MS vs PPL
+56.9%
+104.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -3.9% | +6.8% | -10.7% | -5.3% |
| 3M | -15.9% | +3.9% | -19.8% | -16.6% |
| 6M | -2.5% | -2.0% | -0.4% | -2.1% |
| YTD | +5.1% | +5.3% | -0.2% | +2.5% |
| 1Y | +13.0% | +2.2% | +10.8% | +11.4% |
| All | +161.8% | +56.9% | +104.9% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling