+109.7%
USB vs PNR
+65.3%
+44.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.8% |
| 30D | -1.3% | -12.8% | +11.5% | +6.1% |
| 3M | +15.2% | -17.0% | +32.2% | +25.3% |
| 6M | +18.8% | -37.4% | +56.3% | +50.8% |
| YTD | +21.0% | -41.6% | +62.6% | +58.4% |
| 1Y | +34.0% | -44.6% | +78.6% | +80.8% |
| 3Y | +95.3% | -12.1% | +107.4% | +97.3% |
| 5Y | +40.4% | -17.4% | +57.8% | +43.4% |
| All | +109.7% | +65.3% | +44.4% | +31.3% |
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