-21.4%
USAR vs PENG
+63.8%
-85.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.3% | -9.0% |
| 7D | -9.1% | -16.1% | +7.0% | -5.3% |
| 30D | -36.9% | -41.5% | +4.5% | -28.7% |
| 3M | -58.4% | -19.1% | -39.3% | -56.9% |
| 6M | -70.6% | +0.9% | -71.6% | -70.5% |
| YTD | -33.4% | +128.2% | -161.7% | -40.6% |
| 1Y | -54.0% | +98.6% | -152.6% | -58.5% |
| 3Y | -22.7% | +188.2% | -210.8% | -30.6% |
| All | -21.4% | +63.8% | -85.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling