+1,567.2%
NRG vs PPL
+389.9%
+1,177.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +7.1% | +2.7% | +4.4% | +5.1% |
| 30D | -1.4% | +0.5% | -1.9% | -1.8% |
| 3M | -10.5% | +0.7% | -11.1% | -11.3% |
| 6M | -26.7% | -7.6% | -19.1% | -22.7% |
| YTD | -24.5% | +1.8% | -26.3% | -25.7% |
| 1Y | -18.6% | -0.8% | -17.8% | -18.8% |
| 3Y | +227.1% | +56.9% | +170.3% | +126.9% |
| 5Y | +198.8% | +39.5% | +159.2% | +124.2% |
| 10Y | +1,122.3% | +55.4% | +1,066.9% | +689.9% |
| All | +1,567.2% | +389.9% | +1,177.3% | +462.8% |
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