+69.4%
USAR vs PNR
-9.0%
+78.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | -4.4% | -3.9% | -0.5% | -4.2% |
| 30D | -10.4% | -13.8% | +3.4% | -9.6% |
| 3M | -18.4% | -22.5% | +4.2% | -17.0% |
| 6M | -8.8% | -37.2% | +28.3% | -7.0% |
| YTD | +43.4% | -44.2% | +87.6% | +45.1% |
| 1Y | +21.0% | -46.6% | +67.6% | +22.6% |
| 3Y | +67.7% | -12.5% | +80.3% | +77.8% |
| All | +69.4% | -9.0% | +78.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling