+92.7%
USB vs PPL
+62.9%
+29.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -1.5% | +1.0% | -2.5% | -2.1% |
| 30D | +4.3% | +6.8% | -2.5% | +0.4% |
| 3M | -6.1% | +3.9% | -9.9% | -8.2% |
| 6M | +9.4% | -2.0% | +11.4% | +10.2% |
| YTD | +15.2% | +5.3% | +9.9% | +10.6% |
| 1Y | +32.8% | +2.2% | +30.6% | +29.4% |
| 3Y | +91.3% | +56.7% | +34.6% | +41.2% |
| 5Y | +22.7% | +49.1% | -26.4% | -7.8% |
| All | +92.7% | +62.9% | +29.8% | +35.4% |
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 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