+8,026.5%
USB vs PNR
+4,270.0%
+3,756.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.9% |
| 7D | -1.5% | +6.0% | -7.4% | -3.7% |
| 30D | +4.3% | +32.4% | -28.1% | -7.1% |
| 3M | -6.1% | +1.6% | -7.7% | -7.4% |
| 6M | +9.4% | -9.5% | +18.9% | +11.8% |
| YTD | +15.2% | -32.0% | +47.2% | +30.5% |
| 1Y | +32.8% | -34.4% | +67.2% | +52.6% |
| 3Y | +91.3% | +17.4% | +73.9% | +74.3% |
| 5Y | +22.7% | +0.5% | +22.1% | +17.1% |
| 10Y | +97.0% | +122.2% | -25.2% | +38.3% |
| All | +8,026.5% | +4,270.0% | +3,756.5% | +2,861.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling