+53.8%
MSFT vs PPL
+56.9%
-3.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.5% |
| 7D | +1.1% | +1.0% | +0.1% | +1.2% |
| 30D | +1.3% | +6.8% | -5.6% | +1.6% |
| 3M | +10.2% | +3.9% | +6.3% | +10.4% |
| 6M | +30.8% | -2.0% | +32.8% | +31.0% |
| YTD | +11.5% | +5.3% | +6.2% | +12.0% |
| 1Y | +6.5% | +2.2% | +4.4% | +7.0% |
| All | +53.8% | +56.9% | -3.1% | +56.7% |
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 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