+260.9%
PM vs UL
+104.4%
+156.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -7.1% | -1.7% | -5.4% | -6.4% |
| 30D | -2.8% | +4.5% | -7.3% | -4.7% |
| 3M | +6.3% | +5.5% | +0.9% | +3.8% |
| 6M | +9.6% | +17.0% | -7.4% | +2.3% |
| YTD | +25.6% | +3.2% | +22.4% | +23.3% |
| 1Y | +29.7% | -1.9% | +31.5% | +29.7% |
| 3Y | +147.6% | +33.6% | +114.0% | +116.0% |
| 5Y | +160.1% | +31.5% | +128.6% | +124.4% |
| 10Y | +260.9% | +103.9% | +157.0% | +179.1% |
| All | +260.9% | +104.4% | +156.5% | +179.1% |
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