+66.6%
PPL vs URA
+272.4%
-205.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.5% | +0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +4.3% | -14.8% | +19.1% | +6.0% |
| 3M | +2.9% | -25.3% | +28.2% | +6.1% |
| 6M | +1.1% | -39.9% | +41.0% | +6.6% |
| YTD | +4.5% | -22.4% | +26.9% | +5.5% |
| 1Y | +0.1% | -29.0% | +29.1% | +2.1% |
| 3Y | +55.7% | +41.0% | +14.7% | +38.8% |
| 5Y | +47.6% | +38.3% | +9.3% | +28.6% |
| All | +66.6% | +272.4% | -205.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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