-17.9%
USAR vs PPL
+47.7%
-65.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.3% |
| 7D | +0.8% | -1.0% | +1.7% | +0.7% |
| 30D | -30.1% | +3.0% | -33.1% | -30.0% |
| 3M | -56.3% | +1.1% | -57.4% | -56.2% |
| 6M | -68.6% | -0.8% | -67.8% | -68.5% |
| YTD | -30.5% | +3.5% | -34.0% | -32.2% |
| 1Y | -53.5% | -0.9% | -52.6% | -53.8% |
| 3Y | -19.3% | +54.2% | -73.5% | -21.8% |
| All | -17.9% | +47.7% | -65.6% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling