+129.3%
PM vs USAR
-18.7%
+148.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.7% |
| 7D | -5.2% | -14.5% | +9.3% | -5.4% |
| 30D | +2.7% | -37.8% | +40.5% | +2.1% |
| 3M | +6.1% | -52.8% | +58.9% | +5.2% |
| 6M | +18.0% | -71.2% | +89.2% | +16.9% |
| YTD | +26.6% | -30.9% | +57.5% | +25.5% |
| 1Y | +36.7% | -48.0% | +84.7% | +35.5% |
| 3Y | +146.0% | -19.7% | +165.7% | +134.6% |
| All | +129.3% | -18.7% | +148.1% | +119.6% |
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 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