+131.5%
PM vs UUUU
+111.0%
+20.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.2% |
| 7D | +1.9% | -5.0% | +7.0% | +2.0% |
| 30D | +1.9% | -7.8% | +9.7% | +2.0% |
| 3M | +4.6% | -0.4% | +5.0% | +4.5% |
| 6M | +11.7% | -32.9% | +44.6% | +12.2% |
| YTD | +20.4% | -6.3% | +26.6% | +20.1% |
| 1Y | +19.0% | +7.9% | +11.0% | +18.4% |
| 3Y | +130.4% | +85.2% | +45.2% | +124.9% |
| 5Y | +131.5% | +97.0% | +34.5% | +124.5% |
| All | +131.5% | +111.0% | +20.5% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling