+2,090.1%
PPL vs UL
+2,661.1%
-571.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | +0.7% | +17.6% | -16.9% | -4.4% |
| 6M | -7.6% | -5.4% | -2.2% | -6.5% |
| YTD | +1.8% | +0.7% | +1.1% | +1.0% |
| 1Y | -0.8% | -9.3% | +8.5% | +1.4% |
| 3Y | +56.9% | +24.5% | +32.3% | +45.1% |
| 5Y | +39.5% | +23.2% | +16.3% | +27.8% |
| 10Y | +55.4% | +64.5% | -9.1% | +29.5% |
| All | +2,090.1% | +2,661.1% | -571.0% | +873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling