-19.9%
USAR vs PPL
+47.0%
-66.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | +8.8% | -2.2% | +11.0% | +8.6% |
| 30D | -28.5% | +1.7% | -30.1% | -28.4% |
| 3M | -56.2% | +0.1% | -56.3% | -56.1% |
| 6M | -68.4% | -1.5% | -66.9% | -68.4% |
| YTD | -32.2% | +3.0% | -35.1% | -33.8% |
| 1Y | -52.3% | -1.4% | -50.9% | -52.6% |
| 3Y | -21.2% | +53.5% | -74.7% | -23.6% |
| All | -19.9% | +47.0% | -66.9% | -22.2% |
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