+211.8%
PM vs UL
+65.2%
+146.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | -1.2% | -3.2% | +2.0% | +0.2% |
| 30D | -0.2% | -0.6% | +0.4% | +0.1% |
| 3M | +4.9% | +9.4% | -4.5% | +0.9% |
| 6M | +9.0% | -4.1% | +13.2% | +10.7% |
| YTD | +17.8% | -2.0% | +19.8% | +18.3% |
| 1Y | +16.8% | -9.0% | +25.8% | +20.9% |
| 3Y | +125.4% | +21.8% | +103.6% | +104.8% |
| 5Y | +128.7% | +20.6% | +108.1% | +105.2% |
| 10Y | +211.8% | +67.7% | +144.1% | +152.0% |
| All | +211.8% | +65.2% | +146.6% | +152.0% |
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