+39.4%
PPL vs MDY
+46.2%
-6.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +0.5% | -1.5% | +1.9% | +1.0% |
| 3M | +0.7% | +0.8% | -0.1% | +0.3% |
| 6M | -7.6% | +7.4% | -15.0% | -10.3% |
| YTD | +1.8% | +15.2% | -13.4% | -3.8% |
| 1Y | -0.8% | +16.5% | -17.3% | -6.8% |
| 3Y | +56.9% | +46.8% | +10.1% | +30.6% |
| All | +39.4% | +46.2% | -6.8% | +12.0% |
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