+143,155.1%
MSFT vs PPL
+2,170.9%
+140,984.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +1.3% | +6.8% | -5.6% | -1.0% |
| 3M | +10.2% | +3.9% | +6.3% | +8.6% |
| 6M | +30.8% | -2.0% | +32.8% | +31.0% |
| YTD | +11.5% | +5.3% | +6.2% | +8.8% |
| 1Y | +6.5% | +2.2% | +4.4% | +4.9% |
| 3Y | +55.5% | +56.7% | -1.3% | +30.7% |
| 5Y | +66.2% | +49.1% | +17.1% | +41.4% |
| 10Y | +928.0% | +63.6% | +864.4% | +716.6% |
| All | +143,155.1% | +2,170.9% | +140,984.3% | +44,468.3% |
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 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