+2,143.5%
PPL vs NTRS
+7,343.1%
-5,199.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.4% | +3.2% | -3.5% | -1.0% |
| 30D | +2.6% | +9.6% | -6.9% | +0.6% |
| 3M | +0.8% | -6.0% | +6.8% | +2.0% |
| 6M | +1.4% | +10.4% | -9.0% | -1.1% |
| YTD | +4.3% | +32.5% | -28.2% | -2.6% |
| 1Y | +0.8% | +41.2% | -40.4% | -7.3% |
| 3Y | +57.9% | +173.4% | -115.5% | +24.0% |
| 5Y | +48.3% | +65.0% | -16.6% | +27.8% |
| 10Y | +66.4% | +192.3% | -125.9% | +23.8% |
| All | +2,143.5% | +7,343.1% | -5,199.6% | +869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling