+25.7%
USB vs PBR
+459.2%
-433.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | +8.4% | -29.3% | +37.7% | +13.0% |
| 3M | -5.5% | +5.5% | -11.1% | -7.0% |
| 6M | +17.7% | -2.9% | +20.6% | +17.1% |
| YTD | +17.6% | +61.5% | -43.9% | +6.8% |
| 1Y | +33.9% | +46.9% | -13.0% | +23.6% |
| 3Y | +103.8% | +66.4% | +37.4% | +81.5% |
| All | +25.7% | +459.2% | -433.5% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling