+850.3%
PPL vs MKSI
+1,824.5%
-974.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -2.2% | +25.3% | -27.5% | -4.2% |
| 30D | +1.7% | -10.5% | +12.2% | +2.4% |
| 3M | +0.1% | -27.7% | +27.9% | +2.5% |
| 6M | -1.5% | -28.8% | +27.3% | +0.1% |
| YTD | +3.0% | +39.0% | -36.0% | -2.2% |
| 1Y | -1.4% | +45.2% | -46.7% | -6.9% |
| 3Y | +53.5% | +218.8% | -165.3% | +29.5% |
| 5Y | +46.4% | +38.1% | +8.3% | +32.0% |
| 10Y | +64.3% | +360.8% | -296.5% | +27.7% |
| All | +850.3% | +1,824.5% | -974.2% | +555.3% |
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 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