+47.7%
PPL vs NTR
+21.9%
+25.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -1.5% |
| 30D | +4.2% | +7.1% | -2.9% | +3.5% |
| 3M | +1.5% | +13.1% | -11.6% | +0.2% |
| 6M | +1.0% | +7.6% | -6.5% | +0.1% |
| YTD | +4.4% | +20.0% | -15.6% | +1.7% |
| 1Y | +0.8% | +30.2% | -29.4% | -2.8% |
| 3Y | +56.5% | +46.8% | +9.7% | +47.5% |
| 5Y | +47.7% | +22.7% | +24.9% | +36.6% |
| All | +47.7% | +21.9% | +25.7% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling