+47.1%
PPL vs MDY
+34.6%
+12.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -0.4% | +2.3% | -2.6% | -1.2% |
| 30D | +2.6% | +2.0% | +0.6% | +1.8% |
| 3M | +0.8% | -5.6% | +6.4% | +2.8% |
| 6M | +1.4% | +1.3% | +0.1% | +0.7% |
| YTD | +4.3% | +12.3% | -8.0% | -0.7% |
| 1Y | +0.8% | +15.8% | -15.0% | -5.3% |
| 3Y | +57.9% | +56.5% | +1.4% | +26.7% |
| All | +47.1% | +34.6% | +12.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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