+37.7%
PPL vs MKSI
+84.9%
-47.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | +1.8% | +7.7% | -6.0% | +1.5% |
| 30D | -1.1% | -12.9% | +11.8% | -0.6% |
| 3M | 0.0% | -14.8% | +14.9% | +0.1% |
| 6M | -7.6% | +26.6% | -34.2% | -9.5% |
| YTD | +1.7% | +66.6% | -64.9% | -1.8% |
| 1Y | +1.5% | +144.6% | -143.0% | -4.4% |
| 3Y | +55.3% | +193.1% | -137.9% | +39.3% |
| 5Y | +37.7% | +88.6% | -50.9% | +25.8% |
| All | +37.7% | +84.9% | -47.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling