+124.2%
USB vs PR
+169.5%
-45.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | -1.3% | +18.0% | -19.3% | -3.3% |
| 3M | +15.2% | +16.9% | -1.6% | +12.8% |
| 6M | +18.8% | +28.2% | -9.4% | +14.7% |
| YTD | +21.0% | +69.3% | -48.3% | +12.9% |
| 1Y | +34.0% | +69.5% | -35.5% | +24.8% |
| 3Y | +95.3% | +81.7% | +13.6% | +78.9% |
| 5Y | +40.4% | +422.2% | -381.9% | +12.4% |
| 10Y | +107.3% | +110.4% | -3.1% | +55.5% |
| All | +124.2% | +169.5% | -45.3% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling