+21.1%
PL vs UUUU
-36.6%
+57.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.3% | +10.0% |
| 7D | -6.8% | -13.6% | +6.8% | -1.6% |
| 30D | -29.3% | -35.1% | +5.8% | -17.2% |
| 3M | -44.8% | -48.4% | +3.6% | -30.3% |
| 6M | -68.4% | -71.7% | +3.3% | -50.8% |
| YTD | -36.4% | -54.2% | +17.8% | -17.3% |
| 1Y | +0.7% | -56.0% | +56.7% | +32.7% |
| 3Y | +455.3% | -13.1% | +468.4% | +413.5% |
| All | +21.1% | -36.6% | +57.7% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling