+220.0%
NRG vs PPL
+56.5%
+163.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +9.3% | +1.8% | +7.5% | +8.6% |
| 30D | +1.3% | -1.1% | +2.3% | +1.7% |
| 3M | -6.0% | 0.0% | -6.0% | -6.1% |
| 6M | -22.0% | -7.6% | -14.4% | -19.9% |
| YTD | -24.1% | +1.7% | -25.9% | -24.0% |
| 1Y | -18.0% | +1.5% | -19.6% | -18.0% |
| 3Y | +220.0% | +55.3% | +164.8% | +174.7% |
| All | +220.0% | +56.5% | +163.6% | +174.7% |
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