+1.7%
PPL vs AUR
-17.4%
+19.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | -0.2% |
| 7D | +1.8% | -19.8% | +21.6% | +0.9% |
| 30D | +8.4% | -29.0% | +37.5% | +7.0% |
| 3M | +2.4% | -43.6% | +45.9% | +0.2% |
| 6M | -4.0% | -36.6% | +32.7% | -5.2% |
| YTD | +4.5% | +6.3% | -1.8% | +4.1% |
| 1Y | +1.7% | -9.0% | +10.8% | +1.3% |
| All | +1.7% | -17.4% | +19.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling