+119.6%
PM vs USAR
+73.0%
+46.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -4.9% | -2.1% | -2.8% | -4.9% |
| 30D | -3.4% | +2.6% | -6.0% | -3.3% |
| 3M | +5.2% | -35.0% | +40.2% | +5.1% |
| 6M | +3.7% | -6.9% | +10.6% | +3.6% |
| YTD | +15.8% | +48.0% | -32.2% | +15.8% |
| 1Y | +17.4% | +24.8% | -7.4% | +17.7% |
| All | +119.6% | +73.0% | +46.6% | +102.9% |
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