0.0%
PG vs USAR
+57.7%
-57.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.1% |
| 7D | -2.7% | -9.3% | +6.6% | -2.8% |
| 30D | -1.5% | -15.2% | +13.6% | -1.8% |
| 3M | -3.4% | -21.1% | +17.7% | -3.6% |
| 6M | -7.0% | -21.6% | +14.6% | -7.1% |
| YTD | +2.0% | +34.8% | -32.8% | +3.0% |
| 1Y | -6.5% | +15.6% | -22.1% | -5.4% |
| All | 0.0% | +57.7% | -57.7% | +1.6% |
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