+44.5%
PPL vs AUR
-36.6%
+81.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | +8.7% | -6.1% | +2.5% |
| 30D | +0.5% | -5.2% | +5.7% | +0.5% |
| 3M | +0.7% | -7.3% | +8.0% | +0.7% |
| 6M | -7.6% | +41.2% | -48.8% | -8.4% |
| YTD | +1.8% | +65.1% | -63.3% | +0.5% |
| 1Y | -0.8% | +13.4% | -14.2% | -1.4% |
| 3Y | +56.9% | +98.1% | -41.3% | +49.2% |
| 5Y | +39.5% | -36.0% | +75.5% | +30.9% |
| All | +44.5% | -36.6% | +81.1% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling