+67.9%
PPL vs MCO
+453.0%
-385.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +2.6% | +9.8% | -7.2% | -0.7% |
| 3M | +0.8% | +4.3% | -3.5% | -1.0% |
| 6M | +1.4% | +16.5% | -15.1% | -4.4% |
| YTD | +4.3% | +0.1% | +4.2% | +2.8% |
| 1Y | +0.8% | +4.4% | -3.7% | -2.3% |
| 3Y | +57.9% | +51.6% | +6.3% | +29.8% |
| 5Y | +48.3% | +36.7% | +11.6% | +23.9% |
| All | +67.9% | +453.0% | -385.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling