+67.6%
UBER vs PM
+247.4%
-179.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +0.6% | -3.2% | +3.8% | +1.4% |
| 3M | -8.2% | +6.2% | -14.4% | -9.9% |
| 6M | -6.7% | +7.7% | -14.4% | -9.2% |
| YTD | -14.7% | +27.3% | -42.0% | -22.0% |
| 1Y | -24.1% | +32.8% | -56.8% | -31.7% |
| 3Y | +33.4% | +150.0% | -116.6% | -11.1% |
| 5Y | +54.5% | +164.2% | -109.8% | -3.2% |
| All | +67.6% | +247.4% | -179.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling