+54.2%
PPL vs UL
+65.6%
-11.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -1.3% | +4.0% | +3.2% |
| 30D | +0.5% | +0.5% | 0.0% | +0.2% |
| 3M | +0.7% | +17.6% | -16.9% | -5.7% |
| 6M | -7.6% | -5.4% | -2.2% | -6.1% |
| YTD | +1.8% | +0.7% | +1.1% | +0.8% |
| 1Y | -0.8% | -9.3% | +8.5% | +2.2% |
| 3Y | +56.9% | +24.5% | +32.3% | +41.3% |
| 5Y | +39.5% | +23.2% | +16.3% | +24.1% |
| All | +54.2% | +65.6% | -11.5% | +26.3% |
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