+1,198.4%
UMC vs PPL
+62.1%
+1,136.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.6% |
| 7D | -9.2% | -1.2% | -7.9% | -9.0% |
| 30D | -35.1% | +4.2% | -39.4% | -35.7% |
| 3M | -20.5% | +1.5% | -22.0% | -20.8% |
| 6M | -1.7% | +1.0% | -2.8% | -2.3% |
| YTD | +92.8% | +4.4% | +88.4% | +90.0% |
| 1Y | +104.5% | +0.8% | +103.7% | +102.9% |
| 3Y | +129.8% | +56.5% | +73.4% | +106.5% |
| 5Y | +74.0% | +47.7% | +26.3% | +58.0% |
| 10Y | +1,198.4% | +64.4% | +1,134.0% | +1,014.6% |
| All | +1,198.4% | +62.1% | +1,136.3% | +1,014.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling