+2,164.3%
PPL vs MOS
+122.8%
+2,041.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | +1.0% | +22.5% | -21.5% | -1.6% |
| 30D | +6.8% | +6.6% | +0.2% | +5.7% |
| 3M | +3.9% | -3.8% | +7.7% | +3.9% |
| 6M | -2.0% | -2.2% | +0.2% | -2.6% |
| YTD | +5.3% | -4.8% | +10.0% | +4.4% |
| 1Y | +2.2% | -11.7% | +13.9% | +2.1% |
| 3Y | +56.7% | -26.5% | +83.2% | +57.8% |
| 5Y | +49.1% | -32.2% | +81.3% | +47.8% |
| 10Y | +63.6% | +10.2% | +53.5% | +42.6% |
| All | +2,164.3% | +122.8% | +2,041.4% | +1,484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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