+555.4%
PPL vs NDAQ
+2,327.9%
-1,772.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | +0.5% | +2.5% | -2.0% | 0.0% |
| 3M | +0.7% | +9.9% | -9.3% | -1.3% |
| 6M | -7.6% | +9.4% | -17.0% | -9.5% |
| YTD | +1.8% | +0.4% | +1.4% | +1.1% |
| 1Y | -0.8% | +4.0% | -4.8% | -2.2% |
| 3Y | +56.9% | +94.4% | -37.5% | +37.0% |
| 5Y | +39.5% | +56.7% | -17.2% | +25.8% |
| 10Y | +55.4% | +375.3% | -319.9% | +16.3% |
| All | +555.4% | +2,327.9% | -1,772.5% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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