+69.4%
USAR vs PEG
+27.1%
+42.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -10.4% | -1.7% | -8.7% | -10.3% |
| 3M | -18.4% | -6.8% | -11.6% | -18.0% |
| 6M | -8.8% | -11.4% | +2.5% | -7.6% |
| YTD | +43.4% | -7.2% | +50.6% | +44.3% |
| 1Y | +21.0% | -6.1% | +27.1% | +21.5% |
| 3Y | +67.7% | +31.8% | +36.0% | +69.8% |
| All | +69.4% | +27.1% | +42.3% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling