+85.0%
UBER vs PPL
+39.5%
+45.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.9% | +2.7% | -6.5% | -4.7% |
| 30D | +11.1% | +0.5% | +10.7% | +10.9% |
| 3M | +4.9% | +0.7% | +4.3% | +4.7% |
| 6M | -1.2% | -7.6% | +6.4% | +1.0% |
| YTD | -7.3% | +1.8% | -9.1% | -8.3% |
| 1Y | -17.6% | -0.8% | -16.9% | -17.9% |
| 3Y | +61.1% | +56.9% | +4.2% | +30.0% |
| All | +85.0% | +39.5% | +45.5% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling