+98.3%
USB vs PPL
+57.3%
+41.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.7% | -1.2% | +0.5% |
| 30D | -1.3% | +0.5% | -1.8% | -1.5% |
| 3M | +15.2% | +0.7% | +14.6% | +14.8% |
| 6M | +18.8% | -7.6% | +26.4% | +21.8% |
| YTD | +21.0% | +1.8% | +19.2% | +19.1% |
| 1Y | +34.0% | -0.8% | +34.8% | +33.1% |
| All | +98.3% | +57.3% | +41.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling