+69.4%
USAR vs PPG
-22.6%
+92.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.0% |
| 7D | -4.4% | -3.7% | -0.7% | -3.8% |
| 30D | -10.4% | -7.2% | -3.2% | -9.2% |
| 3M | -18.4% | -7.3% | -11.0% | -17.3% |
| 6M | -8.8% | +0.3% | -9.1% | -9.4% |
| YTD | +43.4% | +6.5% | +36.8% | +43.2% |
| 1Y | +21.0% | +0.5% | +20.5% | +20.2% |
| 3Y | +67.7% | -15.3% | +83.0% | +78.3% |
| All | +69.4% | -22.6% | +92.0% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling