+89.2%
USB vs PNR
+119.7%
-30.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +0.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +6.8% | +34.4% | -27.7% | -9.9% |
| 3M | -3.8% | +2.4% | -6.2% | -6.0% |
| 6M | +11.7% | -7.8% | +19.5% | +14.0% |
| YTD | +17.5% | -31.6% | +49.1% | +40.1% |
| 1Y | +33.8% | -33.6% | +67.4% | +62.5% |
| 3Y | +104.2% | +19.9% | +84.3% | +71.4% |
| 5Y | +26.4% | +0.8% | +25.6% | +14.9% |
| 10Y | +89.2% | +113.4% | -24.2% | +4.9% |
| All | +89.2% | +119.7% | -30.5% | +4.9% |
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