-18.6%
NRG vs PPL
-0.5%
-18.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +7.1% | +2.7% | +4.4% | +5.7% |
| 30D | -1.4% | +0.5% | -1.9% | -1.5% |
| 3M | -10.5% | +0.7% | -11.1% | -11.2% |
| 6M | -26.7% | -7.6% | -19.1% | -24.1% |
| YTD | -24.5% | +1.8% | -26.3% | -22.8% |
| 1Y | -18.6% | -0.8% | -17.8% | -16.5% |
| All | -18.6% | -0.5% | -18.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling