+74.9%
USAR vs PENG
+89.9%
-15.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -2.0% |
| 7D | -2.1% | +4.5% | -6.7% | -3.2% |
| 30D | +2.6% | -7.1% | +9.7% | +4.5% |
| 3M | -35.0% | -27.3% | -7.8% | -30.9% |
| 6M | -6.9% | +169.6% | -176.5% | -18.6% |
| YTD | +48.0% | +164.6% | -116.6% | +29.3% |
| 1Y | +24.8% | +109.5% | -84.7% | +10.6% |
| 3Y | +73.2% | +98.9% | -25.7% | +52.2% |
| All | +74.9% | +89.9% | -15.1% | +53.5% |
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 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