+18.9%
UL vs PPG
-24.1%
+42.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.4% | -6.2% | +2.9% | -1.9% |
| 30D | +0.5% | -7.9% | +8.4% | +2.5% |
| 3M | +7.2% | -10.2% | +17.5% | +9.9% |
| 6M | -3.1% | +2.7% | -5.7% | -4.0% |
| YTD | -2.7% | +4.9% | -7.6% | -4.2% |
| 1Y | -10.2% | -3.2% | -7.0% | -10.1% |
| 3Y | +20.3% | -17.0% | +37.3% | +23.8% |
| All | +18.9% | -24.1% | +42.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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