+59.3%
USAR vs PEG
+26.9%
+32.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -9.3% | -0.9% | -8.4% | -9.3% |
| 30D | -15.2% | -2.8% | -12.4% | -15.0% |
| 3M | -21.1% | -6.9% | -14.2% | -20.7% |
| 6M | -21.6% | -11.4% | -10.2% | -20.5% |
| YTD | +34.8% | -7.4% | +42.2% | +35.7% |
| 1Y | +15.6% | -8.3% | +23.9% | +16.7% |
| 3Y | +57.7% | +31.5% | +26.2% | +59.7% |
| All | +59.3% | +26.9% | +32.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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