-21.4%
USAR vs PPL
+49.1%
-70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.6% | -9.6% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -36.9% | +4.3% | -41.2% | -36.8% |
| 3M | -58.4% | +2.9% | -61.3% | -58.3% |
| 6M | -70.6% | +1.1% | -71.7% | -70.6% |
| YTD | -33.4% | +4.5% | -37.9% | -35.0% |
| 1Y | -54.0% | +0.1% | -54.1% | -54.3% |
| 3Y | -22.7% | +55.7% | -78.3% | -25.0% |
| All | -21.4% | +49.1% | -70.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling