+2,146.7%
PPL vs MAS
+1,727.7%
+418.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.9% |
| 7D | +1.8% | +14.2% | -12.4% | -0.5% |
| 30D | +8.4% | +26.8% | -18.4% | +4.0% |
| 3M | +2.4% | +13.1% | -10.8% | +0.1% |
| 6M | -4.0% | +27.9% | -31.9% | -8.3% |
| YTD | +4.5% | +38.7% | -34.2% | -2.2% |
| 1Y | +1.7% | +40.4% | -38.6% | -5.0% |
| 3Y | +55.5% | +66.1% | -10.6% | +39.2% |
| 5Y | +47.0% | +47.4% | -0.4% | +32.8% |
| 10Y | +62.4% | +238.3% | -176.0% | +26.7% |
| All | +2,146.7% | +1,727.7% | +418.9% | +1,234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling