+26.1%
USB vs PPL
+45.9%
-19.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.4% | +1.8% | +0.6% | +1.6% |
| 30D | +6.6% | +8.4% | -1.8% | +2.8% |
| 3M | -4.1% | +2.4% | -6.5% | -5.2% |
| 6M | +12.5% | -4.0% | +16.4% | +14.2% |
| YTD | +17.6% | +4.5% | +13.2% | +14.2% |
| 1Y | +36.5% | +1.7% | +34.8% | +34.0% |
| 3Y | +95.4% | +55.5% | +39.9% | +48.4% |
| 5Y | +26.1% | +47.0% | -20.9% | -4.8% |
| All | +26.1% | +45.9% | -19.7% | -4.8% |
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 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