+58.1%
PPL vs URA
+30.2%
+27.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +0.8% |
| 7D | +1.0% | -13.3% | +14.3% | +1.1% |
| 30D | +6.8% | -25.9% | +32.7% | +7.0% |
| 3M | +3.9% | -27.8% | +31.6% | +4.0% |
| 6M | -2.0% | -42.8% | +40.8% | -1.7% |
| YTD | +5.3% | -27.5% | +32.8% | +5.3% |
| 1Y | +2.2% | -35.1% | +37.3% | +2.4% |
| All | +58.1% | +30.2% | +27.9% | +54.1% |
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 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