+39.4%
PPL vs MSI
+103.4%
-64.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.7% | -3.7% | +6.4% | +3.7% |
| 30D | +0.5% | +6.8% | -6.4% | -1.5% |
| 3M | +0.7% | +14.3% | -13.6% | -3.2% |
| 6M | -7.6% | -1.6% | -6.0% | -7.5% |
| YTD | +1.8% | +22.8% | -21.0% | -4.6% |
| 1Y | -0.8% | -1.1% | +0.4% | -1.0% |
| 3Y | +56.9% | +70.5% | -13.6% | +29.8% |
| All | +39.4% | +103.4% | -64.0% | +6.8% |
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