+272.4%
PPL vs MKTX
+1,446.2%
-1,173.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +0.5% | +1.1% | -0.6% | +0.3% |
| 3M | +0.7% | +36.1% | -35.4% | -4.2% |
| 6M | -7.6% | -12.9% | +5.3% | -6.5% |
| YTD | +1.8% | -8.5% | +10.3% | +2.3% |
| 1Y | -0.8% | -7.5% | +6.8% | -0.6% |
| 3Y | +56.9% | -28.3% | +85.2% | +60.2% |
| 5Y | +39.5% | -63.3% | +102.8% | +54.2% |
| 10Y | +55.4% | +4.5% | +50.9% | +43.6% |
| All | +272.4% | +1,446.2% | -1,173.8% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling