+57.2%
PPL vs MKC
-18.6%
+75.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.1% |
| 7D | +0.4% | +2.3% | -1.9% | -0.1% |
| 30D | +5.4% | +8.1% | -2.7% | +3.8% |
| 3M | +4.3% | -6.4% | +10.7% | +5.4% |
| 6M | -1.3% | +1.8% | -3.1% | -2.2% |
| YTD | +4.7% | -26.9% | +31.6% | +11.3% |
| 1Y | +1.3% | -21.7% | +23.0% | +5.7% |
| 3Y | +57.2% | -18.7% | +76.0% | +60.9% |
| All | +57.2% | -18.6% | +75.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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