+20.8%
PFE vs USAR
-21.3%
+42.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.1% |
| 7D | -2.1% | +8.8% | -10.9% | -2.1% |
| 30D | +3.1% | -28.5% | +31.6% | +3.2% |
| 3M | +11.2% | -56.2% | +67.3% | +11.5% |
| 6M | +15.0% | -68.4% | +83.5% | +15.5% |
| YTD | +23.5% | -32.2% | +55.7% | +23.3% |
| 1Y | +18.9% | -52.3% | +71.2% | +18.7% |
| All | +20.8% | -21.3% | +42.1% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling