+61.1%
PPL vs URI
+1,357.5%
-1,296.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +2.0% |
| 7D | +1.0% | -12.9% | +14.0% | +3.3% |
| 30D | +6.8% | -3.4% | +10.2% | +7.3% |
| 3M | +3.9% | -10.0% | +13.9% | +5.4% |
| 6M | -2.0% | +12.2% | -14.2% | -4.6% |
| YTD | +5.3% | +29.8% | -24.5% | -1.1% |
| 1Y | +2.2% | +24.6% | -22.4% | -3.4% |
| 3Y | +56.7% | +137.6% | -80.9% | +26.8% |
| 5Y | +49.1% | +176.6% | -127.6% | +13.5% |
| All | +61.1% | +1,357.5% | -1,296.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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