+67.9%
PPL vs MSCI
+811.9%
-744.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -0.4% | +3.0% | -3.4% | -1.0% |
| 30D | +2.6% | +17.8% | -15.1% | -1.0% |
| 3M | +0.8% | +15.2% | -14.4% | -2.4% |
| 6M | +1.4% | +16.5% | -15.1% | -2.5% |
| YTD | +4.3% | +16.4% | -12.1% | -0.2% |
| 1Y | +0.8% | +16.8% | -16.1% | -3.7% |
| 3Y | +57.9% | +35.8% | +22.1% | +43.0% |
| 5Y | +48.3% | +7.0% | +41.4% | +38.7% |
| All | +67.9% | +811.9% | -744.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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