+118.1%
PPL vs RNG
+327.7%
-209.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | +2.7% | +5.8% | -3.1% | +2.4% |
| 30D | +0.5% | +19.6% | -19.2% | -0.4% |
| 3M | +0.7% | +67.0% | -66.4% | -1.9% |
| 6M | -7.6% | +88.4% | -96.0% | -10.7% |
| YTD | +1.8% | +155.5% | -153.7% | -3.4% |
| 1Y | -0.8% | +141.7% | -142.4% | -5.7% |
| 3Y | +56.9% | +131.1% | -74.2% | +47.5% |
| 5Y | +39.5% | -70.6% | +110.1% | +39.9% |
| 10Y | +55.4% | +228.2% | -172.8% | +40.8% |
| All | +118.1% | +327.7% | -209.7% | +97.6% |
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