+321.8%
PBR vs UUUU
-92.0%
+413.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +17.5% | +1.8% | +15.7% | +17.0% |
| 3M | +20.9% | +1.3% | +19.6% | +19.6% |
| 6M | +20.2% | -26.8% | +47.0% | +22.4% |
| YTD | +84.3% | +0.1% | +84.2% | +77.9% |
| 1Y | +77.1% | +11.2% | +65.9% | +65.2% |
| 3Y | +100.8% | +97.7% | +3.1% | +65.2% |
| 5Y | +556.1% | +127.3% | +428.8% | +402.5% |
| 10Y | +676.1% | +532.6% | +143.4% | +366.1% |
| All | +321.8% | -92.0% | +413.8% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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