-26.3%
USAR vs PCOR
+4.8%
-31.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -29.5% | +23.7% | -53.2% | -29.8% |
| 30D | -46.0% | +39.0% | -85.0% | -46.5% |
| 3M | -56.8% | +35.8% | -92.5% | -57.2% |
| 6M | -72.9% | +38.2% | -111.2% | -73.1% |
| YTD | -37.6% | +3.9% | -41.6% | -37.6% |
| 1Y | -56.0% | +5.7% | -61.7% | -55.8% |
| 3Y | -27.5% | +44.8% | -72.3% | -27.0% |
| All | -26.3% | +4.8% | -31.1% | -25.9% |
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 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