-13.0%
USAR vs PENG
+67.7%
-80.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.3% | -2.7% | +4.1% |
| 7D | -1.1% | -3.8% | +2.7% | -0.7% |
| 30D | -30.3% | -40.1% | +9.8% | -21.7% |
| 3M | -54.7% | -21.8% | -32.9% | -52.7% |
| 6M | -67.5% | +3.3% | -70.8% | -67.5% |
| YTD | -26.4% | +133.6% | -160.0% | -34.8% |
| 1Y | -49.5% | +110.7% | -160.2% | -54.9% |
| 3Y | -14.5% | +204.3% | -218.7% | -23.7% |
| All | -13.0% | +67.7% | -80.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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