+65.7%
PPL vs MSCI
+799.8%
-734.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | +1.7% | +16.2% | -14.5% | -1.7% |
| 3M | +0.1% | +16.1% | -16.0% | -3.3% |
| 6M | -1.5% | +12.9% | -14.5% | -4.7% |
| YTD | +3.0% | +14.8% | -11.9% | -1.2% |
| 1Y | -1.4% | +13.8% | -15.2% | -5.2% |
| 3Y | +53.5% | +31.2% | +22.2% | +40.1% |
| 5Y | +46.4% | +5.6% | +40.9% | +37.3% |
| All | +65.7% | +799.8% | -734.1% | -0.2% |
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