+222.3%
UMC vs PPL
+0.8%
+221.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.1% | +5.0% |
| 7D | +6.6% | +1.8% | +4.8% | +7.0% |
| 30D | +16.6% | -1.1% | +17.6% | +16.2% |
| 3M | +11.0% | 0.0% | +11.0% | +11.0% |
| 6M | +131.3% | -7.6% | +138.9% | +130.5% |
| YTD | +182.5% | +1.7% | +180.8% | +177.6% |
| 1Y | +222.3% | +1.5% | +220.7% | +206.6% |
| All | +222.3% | +0.8% | +221.5% | +206.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling