-25.6%
UBER vs PM
+32.2%
-57.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | +5.2% | -6.6% | +11.8% | +4.8% |
| 30D | -2.0% | -3.4% | +1.4% | -2.2% |
| 3M | -10.2% | +5.3% | -15.6% | -9.5% |
| 6M | -7.2% | +15.5% | -22.7% | -4.2% |
| YTD | -14.3% | +24.3% | -38.5% | -8.4% |
| 1Y | -25.6% | +29.7% | -55.3% | -19.3% |
| All | -25.6% | +32.2% | -57.8% | -19.3% |
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