+42.2%
PPL vs AUR
-35.0%
+77.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | 0.0% | +11.1% | -11.1% | -0.1% |
| 30D | -1.3% | -6.9% | +5.6% | -1.2% |
| 3M | -2.6% | +5.5% | -8.1% | -2.7% |
| 6M | -8.4% | +41.0% | -49.4% | -9.2% |
| YTD | +0.2% | +69.3% | -69.1% | -1.1% |
| 1Y | -0.2% | +14.0% | -14.3% | -0.8% |
| 3Y | +52.9% | +90.1% | -37.1% | +45.8% |
| 5Y | +36.8% | -34.4% | +71.2% | +28.3% |
| All | +42.2% | -35.0% | +77.2% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling