+129.0%
PPL vs UUUU
-92.0%
+221.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +2.7% | -1.4% | +4.0% | +2.7% |
| 30D | +0.5% | +16.3% | -15.9% | -0.1% |
| 3M | +0.7% | -16.7% | +17.4% | +1.0% |
| 6M | -7.6% | -33.7% | +26.1% | -6.9% |
| YTD | +1.8% | -0.5% | +2.3% | +0.9% |
| 1Y | -0.8% | +28.9% | -29.6% | -2.9% |
| 3Y | +56.9% | +99.9% | -43.0% | +49.3% |
| 5Y | +39.5% | +135.3% | -95.8% | +30.2% |
| 10Y | +55.4% | +518.4% | -463.0% | +35.7% |
| All | +129.0% | -92.0% | +221.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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