+56.4%
UBER vs PM
+160.6%
-104.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.9% |
| 7D | +6.7% | -7.3% | +14.0% | +7.2% |
| 30D | -0.5% | -4.0% | +3.5% | -0.2% |
| 3M | -5.1% | +2.7% | -7.9% | -5.3% |
| 6M | -5.7% | +14.9% | -20.5% | -6.3% |
| YTD | -12.9% | +23.5% | -36.4% | -14.1% |
| 1Y | -22.6% | +30.4% | -53.0% | -24.2% |
| 3Y | +42.2% | +143.2% | -101.0% | +25.3% |
| 5Y | +56.4% | +159.5% | -103.1% | +34.4% |
| All | +56.4% | +160.6% | -104.2% | +34.4% |
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