+71.0%
UBER vs PNR
+69.9%
+1.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.8% |
| 7D | -7.0% | -3.9% | -3.1% | -4.9% |
| 30D | -8.9% | -13.8% | +4.9% | -1.1% |
| 3M | +1.0% | -22.5% | +23.5% | +14.7% |
| 6M | -3.7% | -37.2% | +33.4% | +22.7% |
| YTD | -13.0% | -44.2% | +31.2% | +17.9% |
| 1Y | -25.5% | -46.6% | +21.1% | +3.4% |
| 3Y | +50.5% | -12.5% | +63.0% | +49.6% |
| 5Y | +76.2% | -19.3% | +95.5% | +77.9% |
| All | +71.0% | +69.9% | +1.1% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling