+53.0%
USAR vs PPG
-17.4%
+70.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -11.6% | -6.2% | -5.4% | -10.5% |
| 30D | -15.5% | -7.9% | -7.5% | -14.1% |
| 3M | -31.0% | -10.2% | -20.8% | -29.7% |
| 6M | -26.2% | +2.7% | -28.9% | -26.1% |
| YTD | +30.8% | +4.9% | +25.9% | +31.0% |
| 1Y | +7.1% | -3.2% | +10.3% | +6.4% |
| 3Y | +53.0% | -17.0% | +70.0% | +63.9% |
| All | +53.0% | -17.4% | +70.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling