-2.7%
PFE vs USAR
+74.0%
-76.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +1.8% | -2.1% | +3.9% | +1.8% |
| 30D | +10.2% | +2.6% | +7.6% | +10.2% |
| 3M | +12.7% | -35.0% | +47.7% | +12.9% |
| 6M | +10.5% | -6.9% | +17.4% | +10.4% |
| YTD | +20.2% | +48.0% | -27.8% | +19.6% |
| 1Y | +24.1% | +24.8% | -0.7% | +23.4% |
| 3Y | -3.6% | +73.2% | -76.8% | -7.7% |
| All | -2.7% | +74.0% | -76.7% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling