+103.9%
UMC vs PPL
+0.9%
+103.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.4% |
| 7D | -9.2% | -1.2% | -7.9% | -9.5% |
| 30D | -35.1% | +4.2% | -39.4% | -34.1% |
| 3M | -20.5% | +1.5% | -22.0% | -20.0% |
| 6M | -1.7% | +1.0% | -2.8% | -0.9% |
| YTD | +92.8% | +4.4% | +88.4% | +92.0% |
| All | +103.9% | +0.9% | +103.0% | +101.6% |
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