+8,438.8%
USB vs PPL
+2,096.5%
+6,342.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.7% | -1.2% | +0.3% |
| 30D | -1.3% | +0.5% | -1.8% | -1.5% |
| 3M | +15.2% | +0.7% | +14.6% | +14.7% |
| 6M | +18.8% | -7.6% | +26.4% | +22.3% |
| YTD | +21.0% | +1.8% | +19.2% | +19.4% |
| 1Y | +34.0% | -0.8% | +34.8% | +33.3% |
| 3Y | +95.3% | +56.9% | +38.4% | +59.0% |
| 5Y | +40.4% | +39.5% | +0.9% | +19.4% |
| 10Y | +107.3% | +55.4% | +51.9% | +66.5% |
| All | +8,438.8% | +2,096.5% | +6,342.4% | +2,826.5% |
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