+26.1%
USB vs PCOR
-21.0%
+47.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.7% | -17.8% | -1.3% |
| 7D | +2.4% | +21.8% | -19.4% | -1.1% |
| 30D | +6.6% | +39.5% | -33.0% | +0.5% |
| 3M | -4.1% | +35.2% | -39.3% | -9.4% |
| 6M | +12.5% | +21.7% | -9.3% | +7.5% |
| YTD | +17.6% | +3.9% | +13.7% | +14.9% |
| 1Y | +36.5% | +6.9% | +29.6% | +32.4% |
| 3Y | +95.4% | +44.8% | +50.6% | +78.2% |
| 5Y | +26.1% | -21.9% | +48.1% | +13.1% |
| All | +26.1% | -21.0% | +47.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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