-49.8%
USAR vs PPG
+38.5%
-88.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.0% | -10.8% | -9.3% |
| 7D | -21.8% | +7.5% | -29.2% | -26.3% |
| 30D | -39.9% | +20.9% | -60.8% | -48.4% |
| 3M | -52.5% | +8.7% | -61.2% | -55.8% |
| 6M | -67.9% | +23.8% | -91.8% | -73.2% |
| YTD | -31.1% | +26.5% | -57.6% | -47.1% |
| 1Y | -49.8% | +37.6% | -87.4% | -61.8% |
| All | -49.8% | +38.5% | -88.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling