+26.1%
USB vs PL
+24.5%
+1.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.5% |
| 7D | +2.4% | -11.7% | +14.1% | +3.5% |
| 30D | +6.6% | -27.1% | +33.7% | +9.3% |
| 3M | -4.1% | -44.6% | +40.5% | +0.6% |
| 6M | +12.5% | -67.2% | +79.6% | +22.2% |
| YTD | +17.6% | -35.9% | +53.5% | +17.4% |
| 1Y | +36.5% | -0.4% | +36.9% | +28.7% |
| 3Y | +95.4% | +454.8% | -359.4% | +38.1% |
| 5Y | +26.1% | +24.8% | +1.4% | -6.9% |
| All | +26.1% | +24.5% | +1.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling