+192.4%
PPL vs URA
-51.1%
+243.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.8% | -10.5% | +12.3% | +3.1% |
| 30D | +8.4% | -18.6% | +27.0% | +11.0% |
| 3M | +2.4% | -23.0% | +25.4% | +5.4% |
| 6M | -4.0% | -40.3% | +36.3% | +1.5% |
| YTD | +4.5% | -23.5% | +27.9% | +6.0% |
| 1Y | +1.7% | -31.1% | +32.8% | +4.4% |
| 3Y | +55.5% | +38.3% | +17.2% | +40.4% |
| 5Y | +47.0% | +34.6% | +12.4% | +30.1% |
| 10Y | +62.4% | +285.4% | -223.0% | +12.9% |
| All | +192.4% | -51.1% | +243.5% | +142.8% |
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 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