+37.7%
PPL vs PNR
-17.7%
+55.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.4% |
| 7D | +1.8% | -3.0% | +4.8% | +2.4% |
| 30D | -1.1% | -14.9% | +13.8% | +2.0% |
| 3M | 0.0% | -19.0% | +19.1% | +3.8% |
| 6M | -7.6% | -35.9% | +28.3% | +0.2% |
| YTD | +1.7% | -43.1% | +44.9% | +12.8% |
| 1Y | +1.5% | -46.4% | +47.9% | +13.9% |
| 3Y | +55.3% | -10.8% | +66.1% | +51.5% |
| 5Y | +37.7% | -18.9% | +56.6% | +26.9% |
| All | +37.7% | -17.7% | +55.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling