+192.1%
PM vs USB
+107.5%
+84.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +5.2% | +15.2% | -10.1% | +1.1% |
| 6M | +3.7% | +18.8% | -15.1% | -1.4% |
| YTD | +15.8% | +21.0% | -5.2% | +9.2% |
| 1Y | +17.4% | +34.0% | -16.6% | +7.3% |
| 3Y | +116.9% | +95.3% | +21.6% | +71.3% |
| 5Y | +117.3% | +40.4% | +76.9% | +87.4% |
| All | +192.1% | +107.5% | +84.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling