-21.4%
USAR vs PCOR
+5.7%
-27.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | -9.1% | +20.7% | -29.8% | -9.4% |
| 30D | -36.9% | +35.7% | -72.6% | -37.5% |
| 3M | -58.4% | +31.1% | -89.5% | -58.7% |
| 6M | -70.6% | +43.1% | -113.8% | -70.8% |
| YTD | -33.4% | +4.8% | -38.3% | -33.4% |
| 1Y | -54.0% | -3.7% | -50.4% | -54.0% |
| 3Y | -22.7% | +46.5% | -69.2% | -22.1% |
| All | -21.4% | +5.7% | -27.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling