-21.2%
USAR vs PEG
+34.2%
-55.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.4% |
| 7D | +8.8% | +2.3% | +6.4% | +8.5% |
| 30D | -28.5% | +6.1% | -34.6% | -28.9% |
| 3M | -56.2% | -0.5% | -55.7% | -56.2% |
| 6M | -68.4% | -3.2% | -65.3% | -68.4% |
| YTD | -32.2% | -4.4% | -27.8% | -31.9% |
| 1Y | -52.3% | -7.4% | -44.9% | -51.8% |
| All | -21.2% | +34.2% | -55.4% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling