-19.0%
USAR vs PENG
+73.8%
-92.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.6% |
| 7D | -0.8% | +13.2% | -14.0% | -4.0% |
| 30D | -20.9% | -29.9% | +9.0% | -14.6% |
| 3M | -56.2% | -22.2% | -33.9% | -54.2% |
| 6M | -67.9% | -1.9% | -66.0% | -67.8% |
| YTD | -31.4% | +142.1% | -173.6% | -39.9% |
| 1Y | -45.1% | +151.5% | -196.6% | -51.9% |
| 3Y | -20.3% | +206.9% | -227.2% | -29.7% |
| All | -19.0% | +73.8% | -92.8% | -28.6% |
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