+24.4%
USB vs PBR
+450.9%
-426.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -0.5% | -9.1% | +8.6% | +0.7% |
| 30D | +5.7% | -29.9% | +35.6% | +10.3% |
| 3M | -4.7% | +2.3% | -7.0% | -5.8% |
| 6M | +13.4% | -10.9% | +24.3% | +14.2% |
| YTD | +17.0% | +56.9% | -39.9% | +6.7% |
| 1Y | +32.4% | +38.0% | -5.7% | +23.3% |
| 3Y | +101.7% | +64.8% | +36.9% | +79.7% |
| 5Y | +24.4% | +447.1% | -422.7% | -19.6% |
| All | +24.4% | +450.9% | -426.5% | -19.6% |
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