+2,090.1%
PPL vs MSI
+4,035.2%
-1,945.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -3.7% | +6.4% | +3.2% |
| 30D | +0.5% | +6.8% | -6.4% | -0.5% |
| 3M | +0.7% | +14.3% | -13.6% | -1.3% |
| 6M | -7.6% | -1.6% | -6.0% | -7.7% |
| YTD | +1.8% | +22.8% | -21.0% | -1.3% |
| 1Y | -0.8% | -1.1% | +0.4% | -1.0% |
| 3Y | +56.9% | +70.5% | -13.6% | +45.0% |
| 5Y | +39.5% | +102.8% | -63.3% | +25.5% |
| 10Y | +55.4% | +597.4% | -542.0% | +20.8% |
| All | +2,090.1% | +4,035.2% | -1,945.1% | +1,135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling