+6.4%
PG vs USAR
+74.5%
-68.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | -0.1% | -8.6% | +8.5% | -0.3% |
| 3M | +1.1% | -20.5% | +21.6% | +0.9% |
| 6M | -3.8% | +1.2% | -5.0% | -3.6% |
| YTD | +3.8% | +48.4% | -44.6% | +5.0% |
| 1Y | -5.8% | +30.6% | -36.4% | -4.4% |
| 3Y | +3.0% | +73.6% | -70.6% | +7.5% |
| All | +6.4% | +74.5% | -68.1% | +12.7% |
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