+60.2%
PPL vs URA
+278.3%
-218.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -1.0% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | +5.4% | -19.0% | +24.5% | +7.9% |
| 3M | +4.3% | -25.1% | +29.4% | +7.5% |
| 6M | -1.3% | -44.5% | +43.2% | +5.0% |
| YTD | +4.7% | -24.3% | +29.0% | +6.1% |
| 1Y | +1.3% | -28.1% | +29.4% | +3.1% |
| 3Y | +57.2% | +40.7% | +16.5% | +40.1% |
| 5Y | +48.2% | +35.5% | +12.8% | +29.4% |
| All | +60.2% | +278.3% | -218.0% | -11.1% |
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