+64.4%
PPL vs MXL
+171.0%
-106.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.7% | -14.0% | -0.9% |
| 7D | -1.2% | -8.8% | +7.6% | -1.0% |
| 30D | +4.2% | -41.9% | +46.1% | +6.4% |
| 3M | +1.5% | -25.4% | +26.9% | +1.9% |
| 6M | +1.0% | -44.0% | +45.0% | +1.7% |
| YTD | +4.4% | +220.8% | -216.4% | -8.4% |
| 1Y | +0.8% | +278.8% | -278.0% | -12.9% |
| 3Y | +56.5% | +249.4% | -193.0% | +28.1% |
| 5Y | +47.7% | -17.3% | +65.0% | +38.1% |
| 10Y | +64.4% | +156.7% | -92.3% | +7.2% |
| All | +64.4% | +171.0% | -106.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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