+47.1%
PPL vs RNG
-72.1%
+119.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.4% | +4.6% | -5.0% | -0.6% |
| 30D | +2.6% | +0.4% | +2.2% | +2.5% |
| 3M | +0.8% | +11.4% | -10.6% | +0.1% |
| 6M | +1.4% | +95.7% | -94.3% | -2.4% |
| YTD | +4.3% | +162.9% | -158.6% | -1.9% |
| 1Y | +0.8% | +180.3% | -179.5% | -5.6% |
| 3Y | +57.9% | +188.3% | -130.4% | +44.7% |
| All | +47.1% | -72.1% | +119.2% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling