+68.5%
UBER vs PPL
+61.0%
+7.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -2.0% | +4.3% | -6.3% | -3.9% |
| 3M | -10.2% | +2.9% | -13.2% | -11.5% |
| 6M | -7.2% | +1.1% | -8.3% | -7.9% |
| YTD | -14.3% | +4.5% | -18.7% | -16.5% |
| 1Y | -25.6% | +0.1% | -25.7% | -26.2% |
| 3Y | +35.8% | +55.7% | -19.9% | +6.3% |
| 5Y | +61.5% | +47.6% | +13.9% | +29.0% |
| All | +68.5% | +61.0% | +7.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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