+65.0%
UBER vs PPL
+61.4%
+3.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +0.2% | +5.4% | -5.2% | -2.1% |
| 3M | -2.7% | +4.3% | -6.9% | -4.5% |
| 6M | -13.4% | -1.3% | -12.0% | -13.1% |
| YTD | -16.1% | +4.7% | -20.7% | -18.3% |
| 1Y | -25.5% | +1.3% | -26.8% | -26.5% |
| 3Y | +42.5% | +57.2% | -14.7% | +11.0% |
| 5Y | +45.3% | +48.2% | -2.9% | +15.9% |
| All | +65.0% | +61.4% | +3.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling