+57.9%
PPL vs MSI
+76.4%
-18.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -0.4% | +3.2% | -3.6% | -0.9% |
| 30D | +2.6% | +17.6% | -14.9% | -0.4% |
| 3M | +0.8% | +14.5% | -13.7% | -1.8% |
| 6M | +1.4% | +34.3% | -32.8% | -4.5% |
| YTD | +4.3% | +39.7% | -35.4% | -2.8% |
| 1Y | +0.8% | +40.2% | -39.4% | -6.2% |
| 3Y | +57.9% | +77.1% | -19.2% | +41.0% |
| All | +57.9% | +76.4% | -18.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling