+91.7%
USB vs PNR
+113.6%
-21.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.8% |
| 7D | 0.0% | +2.8% | -2.8% | -1.6% |
| 30D | +5.8% | +31.2% | -25.3% | -9.5% |
| 3M | -6.0% | -2.1% | -3.9% | -5.9% |
| 6M | +7.8% | -14.0% | +21.7% | +14.3% |
| YTD | +14.6% | -33.6% | +48.2% | +39.0% |
| 1Y | +31.8% | -35.2% | +67.0% | +62.1% |
| 3Y | +91.5% | +15.8% | +75.7% | +63.7% |
| 5Y | +22.0% | -1.8% | +23.9% | +12.5% |
| All | +91.7% | +113.6% | -21.9% | +5.4% |
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