+41.2%
USB vs PBR
+502.9%
-461.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.4% | +8.6% | -7.1% | +0.2% |
| 30D | -1.3% | +12.8% | -14.1% | -3.1% |
| 3M | +15.2% | +14.7% | +0.6% | +12.7% |
| 6M | +18.8% | +25.2% | -6.3% | +14.0% |
| YTD | +21.0% | +77.1% | -56.1% | +9.2% |
| 1Y | +34.0% | +69.6% | -35.5% | +21.6% |
| 3Y | +95.3% | +95.6% | -0.3% | +70.8% |
| All | +41.2% | +502.9% | -461.7% | -4.0% |
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 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