+55.3%
PPL vs MCO
+44.0%
+11.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.8% | -2.7% | +4.5% | +2.3% |
| 30D | -1.1% | +0.9% | -2.0% | -1.3% |
| 3M | 0.0% | +8.7% | -8.6% | -1.6% |
| 6M | -7.6% | +2.4% | -10.0% | -8.2% |
| YTD | +1.7% | -5.2% | +6.9% | +2.5% |
| 1Y | +1.5% | -4.4% | +5.9% | +2.0% |
| 3Y | +55.3% | +45.1% | +10.1% | +34.6% |
| All | +55.3% | +44.0% | +11.3% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling