+55.7%
PPL vs URA
+41.9%
+13.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +4.3% | -14.8% | +19.1% | +4.4% |
| 3M | +2.9% | -25.3% | +28.2% | +3.1% |
| 6M | +1.1% | -39.9% | +41.0% | +1.4% |
| YTD | +4.5% | -22.4% | +26.9% | +4.5% |
| 1Y | +0.1% | -29.0% | +29.1% | +0.2% |
| 3Y | +55.7% | +41.0% | +14.7% | +53.5% |
| All | +55.7% | +41.9% | +13.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling