+1.6%
PG vs UL
+20.7%
-19.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -0.8% | -3.4% | +2.6% | +0.9% |
| 30D | +0.8% | +0.5% | +0.3% | +0.6% |
| 3M | -1.3% | +7.2% | -8.6% | -5.2% |
| 6M | -3.8% | -3.1% | -0.8% | -2.9% |
| YTD | +3.6% | -2.7% | +6.3% | +4.6% |
| 1Y | -5.7% | -10.2% | +4.5% | -1.2% |
| 3Y | +1.6% | +20.3% | -18.7% | -6.7% |
| All | +1.6% | +20.7% | -19.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling