+125.1%
PM vs UL
+22.5%
+102.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | +5.8% | +14.2% | -8.4% | +0.9% |
| 6M | +10.6% | -3.2% | +13.7% | +11.4% |
| YTD | +17.2% | -0.3% | +17.5% | +16.9% |
| 1Y | +17.6% | -8.8% | +26.4% | +20.7% |
| 3Y | +124.3% | +23.9% | +100.4% | +109.1% |
| 5Y | +125.1% | +21.4% | +103.7% | +106.2% |
| All | +125.1% | +22.5% | +102.6% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling