-1.4%
PPL vs PNR
-36.2%
+34.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | +1.7% | +29.3% | -27.6% | -1.3% |
| 3M | +0.1% | +4.1% | -4.0% | -0.6% |
| 6M | -1.5% | -8.6% | +7.1% | -1.3% |
| YTD | +3.0% | -33.6% | +36.6% | +5.5% |
| 1Y | -1.4% | -36.4% | +34.9% | +1.2% |
| All | -1.4% | -36.2% | +34.8% | +1.2% |
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