+42.5%
UBER vs PR
+64.2%
-21.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +5.1% | -16.4% | +21.5% | +7.8% |
| 30D | +0.2% | -1.9% | +2.1% | 0.0% |
| 3M | -2.7% | +8.0% | -10.6% | -4.7% |
| 6M | -13.4% | +4.1% | -17.5% | -14.8% |
| YTD | -16.1% | +58.7% | -74.8% | -25.7% |
| 1Y | -25.5% | +75.8% | -101.4% | -35.9% |
| 3Y | +42.5% | +73.2% | -30.7% | +21.2% |
| All | +42.5% | +64.2% | -21.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling