+81.9%
UBER vs PM
+132.4%
-50.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.9% |
| 7D | -4.5% | +1.9% | -6.4% | -4.6% |
| 30D | -7.6% | +1.9% | -9.5% | -7.7% |
| 3M | +5.8% | +4.6% | +1.2% | +5.5% |
| 6M | +0.3% | +11.7% | -11.4% | -0.3% |
| YTD | -11.2% | +20.4% | -31.6% | -12.4% |
| 1Y | -23.0% | +19.0% | -41.9% | -23.9% |
| 3Y | +53.6% | +130.4% | -76.8% | +35.9% |
| 5Y | +81.9% | +131.5% | -49.6% | +55.4% |
| All | +81.9% | +132.4% | -50.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling