+81.3%
USB vs PNR
+99.2%
-17.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +8.4% | +31.7% | -23.3% | -7.5% |
| 3M | -5.5% | +2.6% | -8.2% | -7.8% |
| 6M | +17.7% | -6.4% | +24.1% | +18.9% |
| YTD | +17.6% | -33.4% | +51.0% | +42.3% |
| 1Y | +33.9% | -35.1% | +68.9% | +64.5% |
| 3Y | +103.8% | +17.1% | +86.7% | +73.1% |
| 5Y | +25.6% | -3.5% | +29.1% | +17.1% |
| All | +81.3% | +99.2% | -17.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling