+59.3%
USAR vs PNR
-10.2%
+69.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.9% |
| 7D | -9.3% | -5.5% | -3.8% | -9.0% |
| 30D | -15.2% | -15.6% | +0.4% | -14.3% |
| 3M | -21.1% | -20.2% | -0.9% | -19.9% |
| 6M | -21.6% | -36.6% | +15.0% | -19.9% |
| YTD | +34.8% | -45.0% | +79.8% | +36.6% |
| 1Y | +15.6% | -47.4% | +63.1% | +17.3% |
| 3Y | +57.7% | -13.7% | +71.4% | +67.4% |
| All | +59.3% | -10.2% | +69.5% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling