+843.8%
PM vs UL
+250.9%
+592.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.6% |
| 7D | -5.2% | +1.1% | -6.4% | -5.8% |
| 30D | +2.7% | +8.2% | -5.5% | -1.1% |
| 3M | +6.1% | +4.5% | +1.6% | +3.8% |
| 6M | +18.0% | +12.6% | +5.5% | +11.3% |
| YTD | +26.6% | +3.5% | +23.0% | +23.8% |
| 1Y | +36.7% | -0.4% | +37.1% | +35.9% |
| 3Y | +146.0% | +36.0% | +110.0% | +109.3% |
| 5Y | +164.1% | +30.9% | +133.1% | +123.8% |
| 10Y | +238.8% | +97.5% | +141.3% | +127.2% |
| All | +843.8% | +250.9% | +592.9% | +325.3% |
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 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