+72.4%
UBER vs PG
+68.0%
+4.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -4.9% | +0.8% | -5.7% | -5.0% |
| 3M | +3.0% | -1.3% | +4.4% | +3.3% |
| 6M | -4.4% | -3.8% | -0.6% | -3.8% |
| YTD | -12.3% | +3.6% | -15.9% | -13.0% |
| 1Y | -24.3% | -5.7% | -18.6% | -23.7% |
| 3Y | +46.4% | +1.6% | +44.9% | +43.9% |
| 5Y | +79.7% | +14.6% | +65.1% | +70.6% |
| All | +72.4% | +68.0% | +4.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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