+61.1%
PPL vs MSCI
+810.0%
-748.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | +1.0% | +6.0% | -5.0% | -0.3% |
| 30D | +6.8% | +18.2% | -11.4% | +2.9% |
| 3M | +3.9% | +15.1% | -11.2% | +0.6% |
| 6M | -2.0% | +13.7% | -15.8% | -5.3% |
| YTD | +5.3% | +15.6% | -10.3% | +0.9% |
| 1Y | +2.2% | +16.3% | -14.1% | -2.2% |
| 3Y | +56.7% | +36.9% | +19.8% | +41.6% |
| 5Y | +49.1% | +6.3% | +42.8% | +39.6% |
| All | +61.1% | +810.0% | -748.9% | -1.6% |
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