+3,899.5%
PG vs UL
+2,587.5%
+1,311.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | -3.4% | -3.2% | -0.2% | -2.2% |
| 30D | -2.6% | -0.6% | -2.0% | -2.4% |
| 3M | -3.3% | +9.4% | -12.8% | -6.9% |
| 6M | -6.7% | -4.1% | -2.6% | -5.5% |
| YTD | +1.7% | -2.0% | +3.7% | +2.3% |
| 1Y | -7.9% | -9.0% | +1.1% | -4.9% |
| 3Y | +0.9% | +21.8% | -20.9% | -7.1% |
| 5Y | +12.6% | +20.6% | -7.9% | +2.7% |
| 10Y | +117.2% | +67.7% | +49.5% | +72.7% |
| All | +3,899.5% | +2,587.5% | +1,311.9% | +864.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling