-22.7%
USAR vs PENG
+192.0%
-214.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.3% | -8.9% |
| 7D | -9.1% | -16.1% | +7.0% | -4.7% |
| 30D | -36.9% | -41.5% | +4.5% | -27.1% |
| 3M | -58.4% | -19.1% | -39.3% | -56.7% |
| 6M | -70.6% | +0.9% | -71.6% | -70.7% |
| YTD | -33.4% | +128.2% | -161.7% | -43.3% |
| 1Y | -54.0% | +98.6% | -152.6% | -60.2% |
| All | -22.7% | +192.0% | -214.6% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling