+49.1%
PPL vs MSI
+117.4%
-68.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.3% |
| 7D | +1.0% | +5.1% | -4.0% | -0.3% |
| 30D | +6.8% | +13.3% | -6.5% | +3.4% |
| 3M | +3.9% | +18.3% | -14.4% | -0.9% |
| 6M | -2.0% | +18.7% | -20.7% | -6.9% |
| YTD | +5.3% | +36.0% | -30.7% | -4.1% |
| 1Y | +2.2% | +32.6% | -30.4% | -6.2% |
| 3Y | +56.7% | +78.3% | -21.6% | +28.4% |
| 5Y | +49.1% | +121.6% | -72.5% | +10.5% |
| All | +49.1% | +117.4% | -68.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling