+74.9%
USAR vs PEG
+27.9%
+47.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +2.6% | -2.4% | +5.1% | +2.9% |
| 3M | -35.0% | -4.8% | -30.2% | -34.9% |
| 6M | -6.9% | -10.7% | +3.8% | -5.7% |
| YTD | +48.0% | -6.7% | +54.7% | +48.9% |
| 1Y | +24.8% | -6.8% | +31.6% | +25.7% |
| 3Y | +73.2% | +34.5% | +38.8% | +75.3% |
| All | +74.9% | +27.9% | +47.0% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling