+92.7%
USB vs P
+685.9%
-593.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.4% | +14.3% | +0.4% |
| 7D | -1.5% | -31.9% | +30.4% | +4.1% |
| 30D | +4.3% | -36.5% | +40.8% | +11.0% |
| 3M | -6.1% | +11.6% | -17.7% | -9.4% |
| 6M | +9.4% | +25.2% | -15.8% | +2.0% |
| YTD | +15.2% | +39.4% | -24.3% | +4.4% |
| 1Y | +32.8% | -3.7% | +36.4% | +26.8% |
| 3Y | +91.3% | +167.3% | -76.0% | +40.3% |
| 5Y | +22.7% | +237.3% | -214.7% | -17.0% |
| All | +92.7% | +685.9% | -593.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling