+3.7%
PEP vs USAR
-49.3%
+53.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.9% | +9.6% | +3.6% |
| 7D | +7.4% | -21.8% | +29.1% | +6.6% |
| 30D | +13.3% | -39.9% | +53.3% | +12.1% |
| 3M | +3.5% | -52.5% | +56.0% | +1.9% |
| 6M | -5.9% | -67.9% | +62.0% | -7.5% |
| YTD | +2.3% | -31.1% | +33.3% | +1.7% |
| 1Y | +3.7% | -49.8% | +53.5% | +3.0% |
| All | +3.7% | -49.3% | +53.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling