+54.5%
USAR vs PNR
-10.5%
+65.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -11.6% | -6.0% | -5.6% | -11.3% |
| 30D | -15.5% | -14.0% | -1.5% | -14.7% |
| 3M | -31.0% | -21.7% | -9.3% | -29.9% |
| 6M | -26.2% | -37.3% | +11.1% | -24.6% |
| YTD | +30.8% | -45.1% | +75.9% | +32.5% |
| 1Y | +7.1% | -49.1% | +56.2% | +8.6% |
| 3Y | +53.0% | -14.8% | +67.8% | +62.4% |
| All | +54.5% | -10.5% | +65.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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