+899.1%
PM vs USB
+260.6%
+638.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | +4.3% | +2.4% | +1.9% | +3.7% |
| 30D | +11.5% | +6.6% | +4.9% | +9.9% |
| 3M | +13.0% | -4.1% | +17.1% | +14.0% |
| 6M | +25.9% | +12.5% | +13.4% | +22.4% |
| YTD | +34.0% | +17.6% | +16.4% | +28.5% |
| 1Y | +46.9% | +36.5% | +10.4% | +36.2% |
| 3Y | +158.9% | +95.4% | +63.5% | +116.6% |
| 5Y | +181.3% | +26.1% | +155.2% | +155.7% |
| 10Y | +258.7% | +101.3% | +157.4% | +183.1% |
| All | +899.1% | +260.6% | +638.5% | +671.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling