+166.6%
PM vs USB
+22.2%
+144.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | +5.8% | +4.3% | +1.5% | +5.1% |
| 3M | +6.7% | -6.1% | +12.7% | +7.7% |
| 6M | +19.9% | +9.4% | +10.5% | +18.0% |
| YTD | +27.8% | +15.2% | +12.6% | +24.3% |
| 1Y | +39.4% | +32.8% | +6.6% | +32.2% |
| 3Y | +146.9% | +91.3% | +55.6% | +111.9% |
| 5Y | +166.6% | +22.7% | +144.0% | +153.4% |
| All | +166.6% | +22.2% | +144.4% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling