-18.3%
USAR vs PENG
+53.5%
-71.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +12.4% | -1.5% | +7.6% |
| 7D | -14.5% | -19.4% | +4.9% | -10.2% |
| 30D | -37.8% | -42.4% | +4.6% | -29.4% |
| 3M | -52.8% | -25.6% | -27.1% | -49.9% |
| 6M | -71.2% | +7.3% | -78.5% | -71.2% |
| YTD | -30.9% | +113.9% | -144.7% | -37.3% |
| 1Y | -48.0% | +93.6% | -141.6% | -52.5% |
| 3Y | -19.7% | +170.2% | -189.9% | -26.7% |
| All | -18.3% | +53.5% | -71.8% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling