-49.7%
NRG vs PPL
+1.0%
-50.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -13.7% | +1.8% | -15.5% | -14.7% |
| 30D | -13.6% | +8.4% | -22.0% | -18.0% |
| 3M | -28.5% | +2.4% | -30.9% | -29.7% |
| 6M | -45.8% | -4.0% | -41.8% | -44.7% |
| YTD | -46.9% | +4.5% | -51.4% | -46.9% |
| 1Y | -49.7% | +1.7% | -51.4% | -48.5% |
| All | -49.7% | +1.0% | -50.7% | -48.5% |
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