+2,580.5%
UL vs PPG
+2,625.9%
-45.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.0% |
| 7D | -3.2% | -3.7% | +0.5% | -2.1% |
| 30D | -0.6% | -7.2% | +6.6% | +1.6% |
| 3M | +9.4% | -7.3% | +16.8% | +11.6% |
| 6M | -4.1% | +0.3% | -4.4% | -4.8% |
| YTD | -2.0% | +6.5% | -8.5% | -4.5% |
| 1Y | -9.0% | +0.5% | -9.5% | -10.0% |
| 3Y | +21.8% | -15.3% | +37.1% | +24.7% |
| 5Y | +20.6% | -22.9% | +43.5% | +24.3% |
| 10Y | +67.7% | +28.4% | +39.3% | +41.2% |
| All | +2,580.5% | +2,625.9% | -45.4% | +863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling