-18.3%
USAR vs PPL
+49.5%
-67.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.8% |
| 7D | -14.5% | +0.4% | -14.9% | -14.5% |
| 30D | -37.8% | +5.4% | -43.3% | -37.7% |
| 3M | -52.8% | +4.3% | -57.0% | -52.6% |
| 6M | -71.2% | -1.3% | -69.9% | -71.1% |
| YTD | -30.9% | +4.7% | -35.6% | -32.5% |
| 1Y | -48.0% | +1.3% | -49.3% | -48.5% |
| 3Y | -19.7% | +57.2% | -76.9% | -22.1% |
| All | -18.3% | +49.5% | -67.8% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling