-19.7%
USAR vs PCOR
+43.8%
-63.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +10.9% |
| 7D | -14.5% | +22.7% | -37.2% | -14.9% |
| 30D | -37.8% | +37.5% | -75.3% | -38.4% |
| 3M | -52.8% | +35.2% | -88.0% | -53.2% |
| 6M | -71.2% | +42.2% | -113.5% | -71.4% |
| YTD | -30.9% | +3.6% | -34.4% | -30.7% |
| 1Y | -48.0% | -4.8% | -43.3% | -47.9% |
| 3Y | -19.7% | +48.3% | -68.0% | -19.1% |
| All | -19.7% | +43.8% | -63.5% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling