+69.4%
USAR vs PBR
+134.3%
-64.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.3% |
| 7D | -4.4% | +0.3% | -4.8% | -4.4% |
| 30D | -10.4% | +17.5% | -27.9% | -8.6% |
| 3M | -18.4% | +20.9% | -39.3% | -16.4% |
| 6M | -8.8% | +20.2% | -29.1% | -7.1% |
| YTD | +43.4% | +84.3% | -40.9% | +54.1% |
| 1Y | +21.0% | +77.1% | -56.1% | +29.2% |
| 3Y | +67.7% | +100.8% | -33.1% | +81.4% |
| All | +69.4% | +134.3% | -64.9% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling