+60.2%
PPL vs UL
+96.4%
-36.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.4% |
| 7D | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | +5.4% | +8.2% | -2.8% | +2.2% |
| 3M | +4.3% | +4.5% | -0.3% | +2.3% |
| 6M | -1.3% | +12.6% | -13.9% | -6.2% |
| YTD | +4.7% | +3.5% | +1.2% | +2.4% |
| 1Y | +1.3% | -0.4% | +1.7% | +0.4% |
| 3Y | +57.2% | +36.0% | +21.2% | +36.4% |
| 5Y | +48.2% | +30.9% | +17.3% | +28.1% |
| All | +60.2% | +96.4% | -36.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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