+37.7%
PPL vs NTR
+51.1%
-13.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.8% | +3.8% | -2.1% | +1.4% |
| 30D | -1.1% | +25.2% | -26.3% | -3.3% |
| 3M | 0.0% | +21.0% | -21.0% | -1.9% |
| 6M | -7.6% | +7.6% | -15.2% | -8.5% |
| YTD | +1.7% | +32.9% | -31.1% | -1.8% |
| 1Y | +1.5% | +43.1% | -41.5% | -3.0% |
| 3Y | +55.3% | +41.6% | +13.7% | +47.4% |
| 5Y | +37.7% | +54.8% | -17.1% | +27.0% |
| All | +37.7% | +51.1% | -13.4% | +27.0% |
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