+32.8%
USB vs PL
-11.4%
+44.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.0% | -1.9% |
| 7D | -1.5% | -20.5% | +19.1% | -1.1% |
| 30D | +4.3% | -38.8% | +43.1% | +5.2% |
| 3M | -6.1% | -49.1% | +43.1% | -5.0% |
| 6M | +9.4% | -69.4% | +78.8% | +11.5% |
| YTD | +15.2% | -42.3% | +57.5% | +15.4% |
| 1Y | +32.8% | -14.2% | +46.9% | +32.0% |
| All | +32.8% | -11.4% | +44.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling