+48.5%
PPL vs NI
+104.4%
-55.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.4% | -0.9% | +1.4% | +1.0% |
| 30D | +5.4% | +9.6% | -4.2% | -1.1% |
| 3M | +4.3% | +2.5% | +1.8% | +2.4% |
| 6M | -1.3% | -5.8% | +4.5% | +2.6% |
| YTD | +4.7% | +8.6% | -3.9% | -1.6% |
| 1Y | +1.3% | +6.0% | -4.7% | -3.2% |
| 3Y | +57.2% | +91.0% | -33.8% | -3.2% |
| All | +48.5% | +104.4% | -55.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling