+6,288.2%
MS vs PPL
+1,206.2%
+5,082.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | -0.2% |
| 30D | -0.3% | +0.5% | -0.7% | -0.6% |
| 3M | +0.3% | +0.7% | -0.4% | -0.6% |
| 6M | +31.3% | -7.6% | +38.9% | +36.1% |
| YTD | +24.7% | +1.8% | +22.8% | +21.6% |
| 1Y | +47.9% | -0.8% | +48.7% | +46.0% |
| 3Y | +178.3% | +56.9% | +121.5% | +106.4% |
| 5Y | +144.9% | +39.5% | +105.4% | +92.7% |
| 10Y | +804.5% | +55.4% | +749.1% | +534.8% |
| All | +6,288.2% | +1,206.2% | +5,082.0% | +2,016.7% |
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