+57.6%
PPL vs MKTX
+7.4%
+50.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | +1.0% | -2.2% | -1.4% |
| 3M | -2.6% | +40.8% | -43.4% | -7.5% |
| 6M | -8.4% | -10.9% | +2.5% | -7.3% |
| YTD | +0.2% | -8.6% | +8.8% | +1.0% |
| 1Y | -0.2% | -11.6% | +11.3% | +0.9% |
| 3Y | +52.9% | -24.5% | +77.4% | +55.3% |
| 5Y | +36.8% | -60.7% | +97.5% | +51.2% |
| 10Y | +57.6% | +5.1% | +52.4% | +51.5% |
| All | +57.6% | +7.4% | +50.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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