+1,124.1%
PPL vs URI
+7,950.8%
-6,826.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.5% |
| 7D | +1.8% | -4.3% | +6.1% | +2.3% |
| 30D | +8.4% | +4.6% | +3.8% | +7.8% |
| 3M | +2.4% | -2.1% | +4.5% | +2.5% |
| 6M | -4.0% | +21.9% | -25.9% | -6.4% |
| YTD | +4.5% | +39.7% | -35.2% | -0.3% |
| 1Y | +1.7% | +32.9% | -31.1% | -2.4% |
| 3Y | +55.5% | +155.8% | -100.3% | +36.4% |
| 5Y | +47.0% | +202.4% | -155.4% | +24.8% |
| 10Y | +62.4% | +1,517.7% | -1,455.4% | +11.4% |
| All | +1,124.1% | +7,950.8% | -6,826.7% | +553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling