+64.1%
MSFT vs PPL
+47.9%
+16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | +0.2% | +5.4% | -5.3% | -1.0% |
| 3M | +6.4% | +4.3% | +2.1% | +5.3% |
| 6M | +28.7% | -1.3% | +30.0% | +28.8% |
| YTD | +10.4% | +4.7% | +5.7% | +8.6% |
| 1Y | +7.6% | +1.3% | +6.4% | +6.8% |
| 3Y | +52.3% | +57.2% | -4.9% | +26.0% |
| All | +64.1% | +47.9% | +16.2% | +38.6% |
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