+60.2%
PPL vs MSI
+676.2%
-616.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.4% | +4.7% | -4.3% | -1.2% |
| 30D | +5.4% | +14.8% | -9.3% | +0.5% |
| 3M | +4.3% | +8.8% | -4.5% | +1.0% |
| 6M | -1.3% | +19.3% | -20.6% | -8.0% |
| YTD | +4.7% | +35.3% | -30.6% | -7.1% |
| 1Y | +1.3% | +33.8% | -32.5% | -9.8% |
| 3Y | +57.2% | +74.4% | -17.2% | +24.2% |
| 5Y | +48.2% | +120.5% | -72.3% | +4.9% |
| All | +60.2% | +676.2% | -616.0% | -17.6% |
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