+506.4%
USB vs PBR
+1,673.0%
-1,166.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.2% |
| 7D | -1.5% | -14.2% | +12.7% | +1.8% |
| 30D | +4.3% | -21.0% | +25.3% | +9.4% |
| 3M | -6.1% | +5.4% | -11.5% | -8.1% |
| 6M | +9.4% | -10.4% | +19.8% | +10.6% |
| YTD | +15.2% | +65.5% | -50.4% | +0.5% |
| 1Y | +32.8% | +61.6% | -28.8% | +16.3% |
| 3Y | +91.3% | +68.9% | +22.4% | +63.2% |
| 5Y | +22.7% | +504.5% | -481.8% | -25.2% |
| 10Y | +97.0% | +523.6% | -426.6% | +5.8% |
| All | +506.4% | +1,673.0% | -1,166.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling