+67.9%
PPL vs MSI
+664.3%
-596.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -0.4% | +3.2% | -3.6% | -1.5% |
| 30D | +2.6% | +17.6% | -14.9% | -3.0% |
| 3M | +0.8% | +14.5% | -13.7% | -4.0% |
| 6M | +1.4% | +34.3% | -32.8% | -9.2% |
| YTD | +4.3% | +39.7% | -35.4% | -8.5% |
| 1Y | +0.8% | +40.2% | -39.4% | -11.7% |
| 3Y | +57.9% | +77.1% | -19.2% | +24.1% |
| 5Y | +48.3% | +124.0% | -75.7% | +4.4% |
| All | +67.9% | +664.3% | -596.5% | -13.6% |
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