+129.1%
UMC vs PPL
+484.4%
-355.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -17.0% | +0.4% | -17.4% | -17.2% |
| 30D | -40.6% | +5.4% | -46.0% | -42.0% |
| 3M | -27.9% | +4.3% | -32.1% | -29.4% |
| 6M | -7.5% | -1.3% | -6.1% | -7.9% |
| YTD | +79.3% | +4.7% | +74.6% | +73.6% |
| 1Y | +92.8% | +1.3% | +91.5% | +88.9% |
| 3Y | +108.2% | +57.2% | +50.9% | +66.5% |
| 5Y | +68.4% | +48.2% | +20.2% | +36.7% |
| 10Y | +1,107.7% | +62.7% | +1,045.0% | +764.8% |
| All | +129.1% | +484.4% | -355.3% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling