+54.0%
PPL vs MXL
+243.3%
-189.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.4% |
| 7D | +1.8% | +15.5% | -13.7% | +1.0% |
| 30D | -1.1% | -11.3% | +10.2% | -0.7% |
| 3M | 0.0% | -16.1% | +16.1% | -0.4% |
| 6M | -7.6% | +323.0% | -330.6% | -19.4% |
| YTD | +1.7% | +281.5% | -279.8% | -10.7% |
| 1Y | +1.5% | +319.3% | -317.8% | -12.0% |
| 3Y | +55.3% | +189.4% | -134.1% | +31.9% |
| 5Y | +37.7% | +26.0% | +11.7% | +23.8% |
| 10Y | +54.0% | +243.5% | -189.5% | -1.5% |
| All | +54.0% | +243.3% | -189.3% | -1.5% |
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