+250.9%
PM vs UL
+106.3%
+144.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -6.6% | +2.6% | -9.2% | -7.7% |
| 30D | -3.4% | +6.8% | -10.2% | -6.2% |
| 3M | +5.3% | +5.7% | -0.4% | +2.7% |
| 6M | +15.5% | +15.9% | -0.4% | +8.2% |
| YTD | +24.3% | +4.3% | +20.0% | +21.4% |
| 1Y | +29.7% | -0.4% | +30.1% | +29.0% |
| 3Y | +144.9% | +35.0% | +110.0% | +112.8% |
| 5Y | +159.0% | +31.6% | +127.4% | +123.4% |
| 10Y | +250.9% | +104.6% | +146.3% | +169.3% |
| All | +250.9% | +106.3% | +144.6% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling