+33.9%
USB vs PBR
+46.7%
-12.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.9% |
| 7D | +2.6% | -1.0% | +3.6% | +2.5% |
| 30D | +8.4% | -29.3% | +37.7% | +6.2% |
| 3M | -5.5% | +5.5% | -11.1% | -4.3% |
| 6M | +17.7% | -2.9% | +20.6% | +18.8% |
| YTD | +17.6% | +61.5% | -43.9% | +22.3% |
| 1Y | +33.9% | +46.9% | -13.0% | +41.1% |
| All | +33.9% | +46.7% | -12.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling