+121.8%
NRG vs PPL
+55.8%
+66.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | -9.6% | +4.3% | -13.9% | -11.1% |
| 3M | -17.9% | +2.9% | -20.9% | -18.9% |
| 6M | -29.1% | +1.1% | -30.2% | -29.5% |
| YTD | -38.1% | +4.5% | -42.6% | -38.6% |
| 1Y | -40.9% | +0.1% | -41.0% | -40.8% |
| All | +121.8% | +55.8% | +66.0% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling