+44.9%
PPL vs NXT
+246.1%
-201.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.6% |
| 7D | +0.4% | +32.2% | -31.8% | +0.1% |
| 30D | +5.4% | +21.9% | -16.5% | +5.2% |
| 3M | +4.3% | +6.6% | -2.3% | +4.1% |
| 6M | -1.3% | -16.8% | +15.5% | -1.4% |
| YTD | +4.7% | +20.4% | -15.7% | +3.7% |
| 1Y | +1.3% | -1.5% | +2.8% | +0.7% |
| 3Y | +57.2% | +182.4% | -125.2% | +49.3% |
| All | +44.9% | +246.1% | -201.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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