+24.4%
USB vs PNR
+0.4%
+24.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | -3.7% | +3.2% | +1.2% |
| 30D | +5.7% | +33.1% | -27.4% | -8.3% |
| 3M | -4.7% | +3.7% | -8.4% | -6.9% |
| 6M | +13.4% | -7.7% | +21.1% | +15.8% |
| YTD | +17.0% | -32.4% | +49.4% | +39.2% |
| 1Y | +32.4% | -35.0% | +67.4% | +61.1% |
| 3Y | +101.7% | +17.1% | +84.6% | +73.3% |
| 5Y | +24.4% | +0.1% | +24.3% | +5.1% |
| All | +24.4% | +0.4% | +24.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling