+122.5%
UMC vs PPL
+39.5%
+83.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | +2.7% | +2.3% | +4.5% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | +1.7% | +0.7% | +1.0% | +1.2% |
| 6M | +113.9% | -7.6% | +121.5% | +116.5% |
| YTD | +168.9% | +1.8% | +167.1% | +165.6% |
| 1Y | +207.2% | -0.8% | +208.0% | +204.9% |
| 3Y | +227.7% | +56.9% | +170.8% | +177.8% |
| All | +122.5% | +39.5% | +83.0% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling