+64.4%
PPL vs MSI
+689.5%
-625.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.2% |
| 7D | -1.2% | +8.3% | -9.6% | -4.0% |
| 30D | +4.2% | +18.9% | -14.6% | -1.9% |
| 3M | +1.5% | +13.2% | -11.7% | -3.0% |
| 6M | +1.0% | +38.3% | -37.2% | -10.5% |
| YTD | +4.4% | +38.9% | -34.5% | -8.2% |
| 1Y | +0.8% | +36.7% | -35.9% | -10.9% |
| 3Y | +56.5% | +76.6% | -20.1% | +23.1% |
| 5Y | +47.7% | +124.5% | -76.8% | +3.8% |
| 10Y | +64.4% | +674.5% | -610.1% | -16.1% |
| All | +64.4% | +689.5% | -625.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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