+54.6%
PPL vs NTRS
+256.1%
-201.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.2% | +0.2% | -2.4% | -2.3% |
| 3M | -3.1% | +13.2% | -16.3% | -6.6% |
| 6M | -8.1% | +36.9% | -45.0% | -16.6% |
| YTD | 0.0% | +39.1% | -39.1% | -10.0% |
| 1Y | -1.3% | +50.4% | -51.8% | -13.6% |
| 3Y | +52.7% | +166.8% | -114.1% | +8.9% |
| 5Y | +37.4% | +92.9% | -55.5% | +6.1% |
| All | +54.6% | +256.1% | -201.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling