+101.8%
USB vs PBR
+68.2%
+33.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | -13.3% | +14.7% | +2.7% |
| 30D | +6.4% | -27.7% | +34.2% | +9.5% |
| 3M | -4.5% | +2.7% | -7.1% | -5.6% |
| 6M | +11.4% | -6.7% | +18.1% | +11.4% |
| YTD | +17.1% | +60.9% | -43.8% | +5.3% |
| 1Y | +32.6% | +46.6% | -14.0% | +21.4% |
| 3Y | +101.8% | +69.1% | +32.8% | +69.0% |
| All | +101.8% | +68.2% | +33.7% | +69.0% |
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