+37.7%
PPL vs AUR
-34.2%
+71.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | +1.8% | +19.2% | -17.5% | +1.5% |
| 30D | -1.1% | -7.8% | +6.7% | -1.0% |
| 3M | 0.0% | +4.0% | -4.0% | -0.1% |
| 6M | -7.6% | +45.0% | -52.6% | -8.5% |
| YTD | +1.7% | +69.5% | -67.8% | +0.4% |
| 1Y | +1.5% | +13.0% | -11.5% | +0.9% |
| 3Y | +55.3% | +90.4% | -35.1% | +48.0% |
| 5Y | +37.7% | -34.2% | +71.9% | +30.0% |
| All | +37.7% | -34.2% | +71.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling