+124.2%
PPL vs RNG
+320.7%
-196.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | +0.4% | -11.3% | +11.8% | +0.9% |
| 30D | +5.4% | -5.7% | +11.1% | +5.6% |
| 3M | +4.3% | +16.8% | -12.5% | +3.4% |
| 6M | -1.3% | +58.5% | -59.8% | -3.8% |
| YTD | +4.7% | +151.3% | -146.6% | -0.7% |
| 1Y | +1.3% | +169.0% | -167.8% | -4.3% |
| 3Y | +57.2% | +156.9% | -99.7% | +46.9% |
| 5Y | +48.2% | -69.0% | +117.2% | +48.2% |
| 10Y | +62.7% | +262.0% | -199.3% | +46.8% |
| All | +124.2% | +320.7% | -196.6% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling