+1,772.2%
UMC vs PPL
+55.2%
+1,717.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.1% | +5.1% |
| 7D | +6.6% | +1.8% | +4.8% | +6.3% |
| 30D | +16.6% | -1.1% | +17.6% | +16.8% |
| 3M | +11.0% | 0.0% | +11.0% | +10.8% |
| 6M | +131.3% | -7.6% | +138.9% | +133.7% |
| YTD | +182.5% | +1.7% | +180.8% | +180.1% |
| 1Y | +222.3% | +1.5% | +220.7% | +219.3% |
| 3Y | +253.0% | +55.3% | +197.8% | +217.4% |
| 5Y | +141.8% | +37.7% | +104.1% | +122.4% |
| 10Y | +1,772.2% | +54.0% | +1,718.2% | +1,523.8% |
| All | +1,772.2% | +55.2% | +1,717.0% | +1,523.8% |
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