+65.0%
UBER vs PR
+151.1%
-86.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +5.1% | -16.4% | +21.5% | +7.9% |
| 30D | +0.2% | -1.9% | +2.1% | +0.2% |
| 3M | -2.7% | +8.0% | -10.6% | -4.2% |
| 6M | -13.4% | +4.1% | -17.5% | -14.5% |
| YTD | -16.1% | +58.7% | -74.8% | -22.9% |
| 1Y | -25.5% | +75.8% | -101.4% | -32.8% |
| 3Y | +42.5% | +73.2% | -30.7% | +26.9% |
| 5Y | +45.3% | +230.1% | -184.8% | +13.0% |
| All | +65.0% | +151.1% | -86.1% | +6.9% |
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