+2,090.1%
PPL vs PNR
+3,652.8%
-1,562.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.7% | -2.4% | +5.0% | +3.2% |
| 30D | +0.5% | -12.8% | +13.2% | +3.2% |
| 3M | +0.7% | -17.0% | +17.6% | +4.1% |
| 6M | -7.6% | -37.4% | +29.8% | +1.0% |
| YTD | +1.8% | -41.6% | +43.4% | +12.6% |
| 1Y | -0.8% | -44.6% | +43.9% | +10.8% |
| 3Y | +56.9% | -12.1% | +69.0% | +56.9% |
| 5Y | +39.5% | -17.4% | +56.9% | +39.2% |
| 10Y | +55.4% | +64.0% | -8.6% | +31.7% |
| All | +2,090.1% | +3,652.8% | -1,562.8% | +1,172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling