+127.7%
MS vs PPL
+45.9%
+81.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.6% | +1.8% | +0.8% | +1.9% |
| 30D | +2.6% | +8.4% | -5.8% | -0.7% |
| 3M | -10.1% | +2.4% | -12.5% | -11.0% |
| 6M | +4.4% | -4.0% | +8.3% | +5.7% |
| YTD | +11.7% | +4.5% | +7.3% | +8.2% |
| 1Y | +20.9% | +1.7% | +19.2% | +18.5% |
| 3Y | +177.1% | +55.5% | +121.6% | +113.6% |
| 5Y | +127.7% | +47.0% | +80.7% | +74.6% |
| All | +127.7% | +45.9% | +81.9% | +74.6% |
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 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