+839.8%
PPL vs MKSI
+2,161.7%
-1,321.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.4% |
| 7D | +2.7% | +1.8% | +0.9% | +2.5% |
| 30D | +0.5% | -16.8% | +17.2% | +2.0% |
| 3M | +0.7% | -21.1% | +21.8% | +1.9% |
| 6M | -7.6% | +10.8% | -18.4% | -9.7% |
| YTD | +1.8% | +63.3% | -61.5% | -4.3% |
| 1Y | -0.8% | +157.0% | -157.7% | -11.1% |
| 3Y | +56.9% | +163.7% | -106.9% | +35.9% |
| 5Y | +39.5% | +82.0% | -42.4% | +23.1% |
| 10Y | +55.4% | +467.2% | -411.8% | +19.1% |
| All | +839.8% | +2,161.7% | -1,321.9% | +541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling