-25.5%
UBER vs PM
+18.7%
-44.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.7% |
| 7D | -7.0% | -1.2% | -5.8% | -7.2% |
| 30D | -8.9% | -0.2% | -8.8% | -8.8% |
| 3M | +1.0% | +4.9% | -3.9% | +2.5% |
| 6M | -3.7% | +9.0% | -12.8% | -1.0% |
| YTD | -13.0% | +17.8% | -30.8% | -7.1% |
| 1Y | -25.5% | +16.8% | -42.3% | -20.8% |
| All | -25.5% | +18.7% | -44.2% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling