+96.6%
USB vs PR
+69.4%
+27.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +3.3% |
| 7D | +2.4% | -12.1% | +14.5% | +5.1% |
| 30D | +6.6% | +0.9% | +5.7% | +5.9% |
| 3M | -4.1% | +10.1% | -14.2% | -6.9% |
| 6M | +12.5% | +1.1% | +11.4% | +11.2% |
| YTD | +17.6% | +63.7% | -46.0% | -0.1% |
| 1Y | +36.5% | +87.0% | -50.5% | +10.9% |
| All | +96.6% | +69.4% | +27.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling