+145.1%
MS vs PPL
+39.5%
+105.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | +0.3% |
| 30D | -0.3% | +0.5% | -0.7% | -0.5% |
| 3M | +0.3% | +0.7% | -0.4% | -0.4% |
| 6M | +31.3% | -7.6% | +38.9% | +35.0% |
| YTD | +24.7% | +1.8% | +22.8% | +22.0% |
| 1Y | +47.9% | -0.8% | +48.7% | +46.3% |
| 3Y | +178.3% | +56.9% | +121.5% | +112.4% |
| All | +145.1% | +39.5% | +105.5% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling