+39.4%
PPL vs URI
+200.7%
-161.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | +2.7% | -2.0% | +4.6% | +2.9% |
| 30D | +0.5% | -12.9% | +13.4% | +2.0% |
| 3M | +0.7% | -6.7% | +7.4% | +1.2% |
| 6M | -7.6% | +19.0% | -26.6% | -10.0% |
| YTD | +1.8% | +25.5% | -23.7% | -1.8% |
| 1Y | -0.8% | +5.5% | -6.3% | -2.3% |
| 3Y | +56.9% | +111.3% | -54.4% | +35.9% |
| All | +39.4% | +200.7% | -161.2% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling