+282.0%
PPL vs MKTX
+1,469.7%
-1,187.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.3% | +0.8% | +3.5% | +4.2% |
| 3M | +2.9% | +2.6% | +0.4% | +2.6% |
| 6M | +1.1% | +13.6% | -12.5% | -1.3% |
| YTD | +4.5% | -7.1% | +11.6% | +4.7% |
| 1Y | +0.1% | -0.1% | +0.2% | -0.7% |
| 3Y | +55.7% | -22.3% | +78.0% | +57.7% |
| 5Y | +47.6% | -54.5% | +102.1% | +58.3% |
| 10Y | +66.8% | +14.3% | +52.6% | +52.4% |
| All | +282.0% | +1,469.7% | -1,187.7% | +107.4% |
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