+130.6%
PM vs USAR
-19.4%
+150.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | -3.2% | -20.9% | +17.7% | -3.5% |
| 3M | +6.2% | -56.2% | +62.4% | +5.2% |
| 6M | +7.7% | -67.9% | +75.6% | +6.7% |
| YTD | +27.3% | -31.4% | +58.7% | +26.2% |
| 1Y | +32.8% | -45.1% | +77.8% | +31.6% |
| 3Y | +150.0% | -20.3% | +170.3% | +138.3% |
| All | +130.6% | -19.4% | +150.0% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling