-24.5%
UBER vs PM
+30.8%
-55.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +1.2% | -7.1% | +8.2% | +0.8% |
| 30D | -1.1% | -2.8% | +1.7% | -1.2% |
| 3M | -10.0% | +6.3% | -16.4% | -9.3% |
| 6M | -7.2% | +9.6% | -16.8% | -5.5% |
| YTD | -13.5% | +25.6% | -39.1% | -7.5% |
| 1Y | -24.5% | +29.7% | -54.1% | -18.4% |
| All | -24.5% | +30.8% | -55.3% | -18.4% |
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 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