+181.3%
PM vs USB
+23.7%
+157.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | +4.3% | +2.4% | +1.9% | +3.8% |
| 30D | +11.5% | +6.6% | +4.9% | +10.3% |
| 3M | +13.0% | -4.1% | +17.1% | +13.8% |
| 6M | +25.9% | +12.5% | +13.4% | +23.3% |
| YTD | +34.0% | +17.6% | +16.4% | +29.9% |
| 1Y | +46.9% | +36.5% | +10.4% | +38.6% |
| 3Y | +158.9% | +95.4% | +63.5% | +121.3% |
| 5Y | +181.3% | +26.1% | +155.2% | +164.4% |
| All | +181.3% | +23.7% | +157.6% | +164.4% |
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