+22.0%
USB vs PBR
+494.6%
-472.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | 0.0% | -16.0% | +16.0% | +2.1% |
| 30D | +5.8% | -22.8% | +28.6% | +9.0% |
| 3M | -6.0% | +3.0% | -8.9% | -7.1% |
| 6M | +7.8% | -8.1% | +15.8% | +8.1% |
| YTD | +14.6% | +63.1% | -48.6% | +4.0% |
| 1Y | +31.8% | +59.3% | -27.5% | +20.0% |
| 3Y | +91.5% | +66.1% | +25.4% | +70.7% |
| All | +22.0% | +494.6% | -472.6% | -22.2% |
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