+66.6%
PPL vs MSI
+672.0%
-605.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | 0.0% | +7.4% | -7.4% | -2.5% |
| 30D | +4.3% | +18.7% | -14.4% | -1.8% |
| 3M | +2.9% | +14.5% | -11.5% | -2.0% |
| 6M | +1.1% | +38.1% | -37.0% | -10.4% |
| YTD | +4.5% | +38.7% | -34.3% | -8.1% |
| 1Y | +0.1% | +35.4% | -35.3% | -11.2% |
| 3Y | +55.7% | +75.1% | -19.4% | +22.9% |
| 5Y | +47.6% | +126.4% | -78.8% | +3.4% |
| All | +66.6% | +672.0% | -605.3% | -14.1% |
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