+821.1%
PM vs UL
+254.1%
+566.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -7.3% | +0.3% | -7.5% | -7.5% |
| 30D | -4.0% | +7.0% | -11.0% | -7.1% |
| 3M | +2.7% | +5.8% | -3.1% | -0.1% |
| 6M | +14.9% | +16.1% | -1.3% | +6.8% |
| YTD | +23.5% | +4.5% | +19.0% | +20.3% |
| 1Y | +30.4% | -1.3% | +31.6% | +30.1% |
| 3Y | +143.2% | +35.0% | +108.3% | +107.7% |
| 5Y | +159.5% | +31.9% | +127.5% | +119.1% |
| 10Y | +234.7% | +99.3% | +135.4% | +123.4% |
| All | +821.1% | +254.1% | +566.9% | +313.2% |
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 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