+1,272.6%
NRG vs PPL
+397.8%
+874.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.1% |
| 7D | +17.1% | -1.0% | +18.1% | +17.8% |
| 30D | -7.9% | +3.0% | -10.9% | -10.1% |
| 3M | -18.2% | +1.1% | -19.3% | -18.9% |
| 6M | -28.4% | -0.8% | -27.6% | -28.3% |
| YTD | -37.9% | +3.5% | -41.3% | -39.6% |
| 1Y | -39.2% | -0.9% | -38.3% | -39.2% |
| 3Y | +125.3% | +54.2% | +71.1% | +58.5% |
| 5Y | +215.7% | +46.3% | +169.4% | +128.2% |
| 10Y | +985.8% | +65.0% | +920.8% | +567.6% |
| All | +1,272.6% | +397.8% | +874.8% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling