+82.2%
UBER vs PR
+167.9%
-85.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -3.9% | +2.9% | -6.8% | -4.3% |
| 30D | +11.1% | +18.0% | -6.9% | +8.2% |
| 3M | +4.9% | +16.9% | -11.9% | +2.1% |
| 6M | -1.2% | +28.2% | -29.4% | -5.6% |
| YTD | -7.3% | +69.3% | -76.6% | -15.4% |
| 1Y | -17.6% | +69.5% | -87.1% | -25.1% |
| 3Y | +61.1% | +81.7% | -20.6% | +42.5% |
| 5Y | +87.9% | +422.2% | -334.3% | +36.6% |
| All | +82.2% | +167.9% | -85.6% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling