+37.7%
PPL vs MCO
+31.5%
+6.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | +1.8% | -2.7% | +4.5% | +2.4% |
| 30D | -1.1% | +0.9% | -2.0% | -1.4% |
| 3M | 0.0% | +8.7% | -8.6% | -2.2% |
| 6M | -7.6% | +2.4% | -10.0% | -8.5% |
| YTD | +1.7% | -5.2% | +6.9% | +2.4% |
| 1Y | +1.5% | -4.4% | +5.9% | +1.8% |
| 3Y | +55.3% | +45.1% | +10.1% | +35.5% |
| 5Y | +37.7% | +31.5% | +6.2% | +14.0% |
| All | +37.7% | +31.5% | +6.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling