+57.6%
PPL vs MKSI
+502.4%
-444.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | 0.0% | +6.6% | -6.6% | -0.6% |
| 30D | -1.3% | -8.2% | +7.0% | -0.5% |
| 3M | -2.6% | -16.4% | +13.8% | -1.8% |
| 6M | -8.4% | +23.0% | -31.4% | -11.9% |
| YTD | +0.2% | +68.2% | -68.0% | -7.3% |
| 1Y | -0.2% | +148.6% | -148.8% | -12.4% |
| 3Y | +52.9% | +196.0% | -143.0% | +25.2% |
| 5Y | +36.8% | +87.4% | -50.5% | +16.9% |
| 10Y | +57.6% | +523.8% | -466.2% | +4.3% |
| All | +57.6% | +502.4% | -444.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling