+57.7%
USAR vs PBR
+101.4%
-43.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.1% | -5.7% |
| 7D | -9.3% | +4.2% | -13.6% | -8.8% |
| 30D | -15.2% | +22.7% | -37.9% | -12.9% |
| 3M | -21.1% | +21.5% | -42.6% | -19.0% |
| 6M | -21.6% | +24.0% | -45.6% | -19.7% |
| YTD | +34.8% | +88.2% | -53.5% | +46.2% |
| 1Y | +15.6% | +74.8% | -59.2% | +23.4% |
| All | +57.7% | +101.4% | -43.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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