+54.0%
PPL vs RNG
+216.3%
-162.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.1% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | -1.1% | +11.4% | -12.5% | -1.6% |
| 3M | 0.0% | +72.1% | -72.1% | -2.8% |
| 6M | -7.6% | +67.9% | -75.5% | -10.3% |
| YTD | +1.7% | +144.3% | -142.6% | -3.6% |
| 1Y | +1.5% | +117.5% | -116.0% | -3.3% |
| 3Y | +55.3% | +123.9% | -68.6% | +45.5% |
| 5Y | +37.7% | -70.1% | +107.8% | +38.4% |
| 10Y | +54.0% | +215.9% | -161.9% | +40.5% |
| All | +54.0% | +216.3% | -162.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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