+54.2%
PPL vs URA
+359.3%
-305.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +0.5% | +7.4% | -6.9% | -0.5% |
| 3M | +0.7% | -8.4% | +9.1% | +1.3% |
| 6M | -7.6% | -12.7% | +5.1% | -6.9% |
| YTD | +1.8% | +7.8% | -6.0% | -0.7% |
| 1Y | -0.8% | +19.5% | -20.2% | -5.4% |
| 3Y | +56.9% | +116.4% | -59.6% | +32.2% |
| 5Y | +39.5% | +134.3% | -94.8% | +11.6% |
| All | +54.2% | +359.3% | -305.1% | -5.8% |
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