+54.5%
USAR vs PBR
+137.3%
-82.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.1% |
| 7D | -11.6% | +5.4% | -17.0% | -11.1% |
| 30D | -15.5% | +22.9% | -38.4% | -13.4% |
| 3M | -31.0% | +19.6% | -50.7% | -29.4% |
| 6M | -26.2% | +16.5% | -42.7% | -24.9% |
| YTD | +30.8% | +86.7% | -55.9% | +40.8% |
| 1Y | +7.1% | +74.7% | -67.6% | +13.8% |
| 3Y | +53.0% | +102.6% | -49.6% | +65.7% |
| All | +54.5% | +137.3% | -82.8% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling