+47.1%
PPL vs AUR
-57.9%
+105.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | -0.4% | -4.5% | +4.2% | -0.3% |
| 30D | +2.6% | -16.6% | +19.3% | +2.9% |
| 3M | +0.8% | -38.5% | +39.3% | +1.4% |
| 6M | +1.4% | -49.9% | +51.3% | +2.3% |
| YTD | +4.3% | +9.6% | -5.3% | +3.5% |
| 1Y | +0.8% | +1.2% | -0.4% | +0.1% |
| 3Y | +57.9% | +128.8% | -70.9% | +48.4% |
| All | +47.1% | -57.9% | +105.0% | +37.3% |
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 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