+40.9%
PPL vs NXT
+178.8%
-137.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +2.7% | -1.1% | +3.8% | +2.7% |
| 30D | +0.5% | -15.3% | +15.8% | +0.6% |
| 3M | +0.7% | -43.8% | +44.4% | +1.1% |
| 6M | -7.6% | -18.7% | +11.1% | -7.8% |
| YTD | +1.8% | -3.0% | +4.8% | +1.2% |
| 1Y | -0.8% | +22.7% | -23.5% | -2.0% |
| 3Y | +56.9% | +95.9% | -39.0% | +49.4% |
| All | +40.9% | +178.8% | -137.9% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling