+58.1%
PPL vs MAS
+61.2%
-3.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | +1.0% | +4.6% | -3.5% | +0.5% |
| 30D | +6.8% | +19.9% | -13.1% | +4.5% |
| 3M | +3.9% | +8.9% | -5.0% | +2.7% |
| 6M | -2.0% | +20.2% | -22.2% | -4.2% |
| YTD | +5.3% | +33.9% | -28.6% | +1.3% |
| 1Y | +2.2% | +34.7% | -32.5% | -1.7% |
| All | +58.1% | +61.2% | -3.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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