+98.3%
USB vs PBR
+99.1%
-0.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.4% | +8.6% | -7.1% | +0.3% |
| 30D | -1.3% | +12.8% | -14.1% | -3.0% |
| 3M | +15.2% | +14.7% | +0.6% | +12.9% |
| 6M | +18.8% | +25.2% | -6.3% | +13.7% |
| YTD | +21.0% | +77.1% | -56.1% | +7.4% |
| 1Y | +34.0% | +69.6% | -35.5% | +19.7% |
| All | +98.3% | +99.1% | -0.9% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling