+64.4%
PPL vs RNG
+259.3%
-194.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.2% | -6.2% | +5.0% | -1.0% |
| 30D | +4.2% | -8.0% | +12.3% | +4.5% |
| 3M | +1.5% | +15.7% | -14.2% | +0.7% |
| 6M | +1.0% | +60.3% | -59.3% | -1.6% |
| YTD | +4.4% | +153.8% | -149.4% | -1.3% |
| 1Y | +0.8% | +172.2% | -171.4% | -5.1% |
| 3Y | +56.5% | +174.8% | -118.3% | +45.1% |
| 5Y | +47.7% | -68.6% | +116.3% | +47.7% |
| 10Y | +64.4% | +248.2% | -183.8% | +62.8% |
| All | +64.4% | +259.3% | -194.9% | +62.8% |
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