+82.2%
UBER vs PM
+216.0%
-133.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -3.9% | -4.9% | +1.0% | -2.4% |
| 30D | +11.1% | -3.4% | +14.5% | +12.2% |
| 3M | +4.9% | +5.2% | -0.3% | +3.1% |
| 6M | -1.2% | +3.7% | -4.9% | -3.0% |
| YTD | -7.3% | +15.8% | -23.0% | -12.7% |
| 1Y | -17.6% | +17.4% | -35.0% | -23.2% |
| 3Y | +61.1% | +116.9% | -55.9% | +13.0% |
| 5Y | +87.9% | +117.3% | -29.4% | +28.2% |
| All | +82.2% | +216.0% | -133.8% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling