+59.8%
UBER vs PPL
+47.4%
+12.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +0.6% | +2.6% | -2.1% | -0.3% |
| 3M | -8.2% | +0.8% | -9.0% | -8.5% |
| 6M | -6.7% | +1.4% | -8.1% | -7.3% |
| YTD | -14.7% | +4.3% | -19.0% | -16.3% |
| 1Y | -24.1% | +0.8% | -24.8% | -24.7% |
| 3Y | +33.4% | +57.9% | -24.5% | +6.6% |
| All | +59.8% | +47.4% | +12.4% | +32.4% |
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