+1.5%
PPL vs PNR
-46.4%
+47.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.2% |
| 7D | +1.8% | -3.0% | +4.8% | +2.1% |
| 30D | -1.1% | -14.9% | +13.8% | +0.6% |
| 3M | 0.0% | -19.0% | +19.1% | +2.0% |
| 6M | -7.6% | -35.9% | +28.3% | -4.4% |
| YTD | +1.7% | -43.1% | +44.9% | +6.5% |
| 1Y | +1.5% | -46.4% | +47.9% | +6.9% |
| All | +1.5% | -46.4% | +47.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling