+56.5%
PPL vs NTR
+48.5%
+8.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -1.4% |
| 30D | +4.2% | +7.1% | -2.9% | +3.8% |
| 3M | +1.5% | +13.1% | -11.6% | +0.6% |
| 6M | +1.0% | +7.6% | -6.5% | +0.4% |
| YTD | +4.4% | +20.0% | -15.6% | +2.1% |
| 1Y | +0.8% | +30.2% | -29.4% | -2.3% |
| 3Y | +56.5% | +46.8% | +9.7% | +48.8% |
| All | +56.5% | +48.5% | +8.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling