+51.2%
PPL vs NTRS
+161.8%
-110.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | +0.9% | -0.8% | -0.1% |
| 30D | -1.3% | -1.2% | 0.0% | -1.1% |
| 3M | -2.6% | +8.8% | -11.3% | -3.7% |
| 6M | -8.4% | +34.7% | -43.1% | -12.3% |
| YTD | +0.2% | +37.2% | -37.1% | -4.7% |
| 1Y | -0.2% | +46.3% | -46.6% | -6.3% |
| All | +51.2% | +161.8% | -110.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling