+65.7%
PPL vs PNR
+98.8%
-33.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | +1.7% | +29.3% | -27.6% | -6.5% |
| 3M | +0.1% | +4.1% | -4.0% | -1.6% |
| 6M | -1.5% | -8.6% | +7.1% | +0.1% |
| YTD | +3.0% | -33.6% | +36.6% | +15.1% |
| 1Y | -1.4% | -36.4% | +34.9% | +11.6% |
| 3Y | +53.5% | +15.1% | +38.4% | +36.4% |
| 5Y | +46.4% | -3.8% | +50.2% | +36.2% |
| All | +65.7% | +98.8% | -33.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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