+2,090.1%
PPL vs MOS
+155.8%
+1,934.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +2.7% | +9.5% | -6.9% | +1.5% |
| 30D | +0.5% | +10.4% | -10.0% | -0.9% |
| 3M | +0.7% | +12.9% | -12.2% | -1.2% |
| 6M | -7.6% | +1.2% | -8.8% | -8.5% |
| YTD | +1.8% | +9.3% | -7.5% | -0.4% |
| 1Y | -0.8% | -18.0% | +17.2% | +0.3% |
| 3Y | +56.9% | -29.0% | +85.9% | +59.1% |
| 5Y | +39.5% | -9.6% | +49.1% | +33.6% |
| 10Y | +55.4% | +6.1% | +49.3% | +36.3% |
| All | +2,090.1% | +155.8% | +1,934.3% | +1,412.6% |
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