+74.9%
USAR vs PCOR
-19.6%
+94.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.3% |
| 7D | -2.1% | -9.0% | +6.8% | -1.9% |
| 30D | +2.6% | +4.2% | -1.5% | +2.5% |
| 3M | -35.0% | +14.4% | -49.4% | -35.0% |
| 6M | -6.9% | +0.2% | -7.0% | -6.9% |
| YTD | +48.0% | -20.3% | +68.2% | +49.3% |
| 1Y | +24.8% | -16.1% | +40.9% | +26.3% |
| 3Y | +73.2% | -14.7% | +88.0% | +75.7% |
| All | +74.9% | -19.6% | +94.5% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling