+2,145.4%
PPL vs NI
+5,591.3%
-3,445.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -1.5% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | +4.2% | +11.3% | -7.1% | -2.1% |
| 3M | +1.5% | +6.5% | -4.9% | -2.2% |
| 6M | +1.0% | -2.3% | +3.3% | +2.2% |
| YTD | +4.4% | +10.8% | -6.4% | -1.9% |
| 1Y | +0.8% | +6.2% | -5.5% | -3.0% |
| 3Y | +56.5% | +98.7% | -42.2% | +4.6% |
| 5Y | +47.7% | +111.3% | -63.7% | -4.9% |
| 10Y | +64.4% | +178.1% | -113.7% | -9.7% |
| All | +2,145.4% | +5,591.3% | -3,445.9% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling