+147.1%
PM vs UUUU
-16.0%
+163.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | -1.3% | -27.9% | +26.6% | -1.8% |
| 3M | +6.5% | -53.8% | +60.4% | +5.5% |
| 6M | +7.0% | -68.1% | +75.1% | +6.3% |
| YTD | +25.8% | -54.1% | +79.9% | +25.3% |
| 1Y | +30.9% | -57.8% | +88.7% | +30.4% |
| All | +147.1% | -16.0% | +163.1% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling