+179.8%
PPL vs MXL
+249.5%
-69.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +2.7% | +1.6% | +1.0% | +2.5% |
| 30D | +0.5% | -7.0% | +7.5% | +0.6% |
| 3M | +0.7% | -33.4% | +34.1% | +1.5% |
| 6M | -7.6% | +260.2% | -267.8% | -18.4% |
| YTD | +1.8% | +260.0% | -258.1% | -10.3% |
| 1Y | -0.8% | +303.5% | -304.2% | -13.7% |
| 3Y | +56.9% | +160.4% | -103.6% | +34.8% |
| 5Y | +39.5% | +14.7% | +24.8% | +25.3% |
| 10Y | +55.4% | +215.6% | -160.2% | +16.5% |
| All | +179.8% | +249.5% | -69.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling