+1,750.1%
PPL vs MDY
+2,629.7%
-879.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -1.0% | +0.2% | -1.1% | -1.2% |
| 30D | +3.0% | +2.1% | +0.9% | +1.8% |
| 3M | +1.1% | -3.6% | +4.8% | +2.8% |
| 6M | -0.8% | +1.7% | -2.5% | -1.9% |
| YTD | +3.5% | +13.8% | -10.4% | -3.7% |
| 1Y | -0.9% | +15.5% | -16.4% | -8.5% |
| 3Y | +54.2% | +58.3% | -4.1% | +19.1% |
| 5Y | +46.3% | +37.4% | +8.9% | +19.9% |
| 10Y | +65.0% | +171.0% | -105.9% | -5.7% |
| All | +1,750.1% | +2,629.7% | -879.6% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling