+78.9%
UBER vs PNR
-21.7%
+100.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -5.4% | -6.0% | +0.6% | -2.3% |
| 30D | -4.9% | -14.0% | +9.1% | +2.7% |
| 3M | +3.0% | -21.7% | +24.7% | +15.2% |
| 6M | -4.4% | -37.3% | +32.9% | +20.0% |
| YTD | -12.3% | -45.1% | +32.8% | +17.8% |
| 1Y | -24.3% | -49.1% | +24.8% | +6.0% |
| 3Y | +46.4% | -14.8% | +61.3% | +44.8% |
| All | +78.9% | -21.7% | +100.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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