+26.6%
PFE vs USAR
-51.6%
+78.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -1.7% |
| 7D | -3.7% | -14.5% | +10.8% | -3.6% |
| 30D | +5.0% | -37.8% | +42.8% | +5.4% |
| 3M | +12.2% | -52.8% | +64.9% | +13.0% |
| 6M | +14.6% | -71.2% | +85.8% | +16.0% |
| YTD | +24.1% | -30.9% | +55.0% | +21.2% |
| 1Y | +26.6% | -48.0% | +74.6% | +23.8% |
| All | +26.6% | -51.6% | +78.1% | +23.8% |
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