+194.7%
PPL vs URA
-53.7%
+248.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.4% |
| 7D | +1.0% | -13.3% | +14.3% | +2.7% |
| 30D | +6.8% | -25.9% | +32.7% | +10.6% |
| 3M | +3.9% | -27.8% | +31.6% | +7.7% |
| 6M | -2.0% | -42.8% | +40.8% | +4.1% |
| YTD | +5.3% | -27.5% | +32.8% | +7.5% |
| 1Y | +2.2% | -35.1% | +37.3% | +5.6% |
| 3Y | +56.7% | +31.1% | +25.7% | +42.4% |
| 5Y | +49.1% | +29.8% | +19.3% | +32.4% |
| 10Y | +63.6% | +265.1% | -201.5% | +14.5% |
| All | +194.7% | -53.7% | +248.3% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling