-49.8%
USAR vs PR
+87.5%
-137.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.5% | +0.7% | -7.6% |
| 7D | -21.8% | -12.1% | -9.6% | -24.6% |
| 30D | -39.9% | +0.9% | -40.8% | -39.3% |
| 3M | -52.5% | +10.1% | -62.7% | -50.6% |
| 6M | -67.9% | +1.1% | -69.1% | -66.8% |
| YTD | -31.1% | +63.7% | -94.8% | -26.4% |
| 1Y | -49.8% | +87.0% | -136.9% | -49.6% |
| All | -49.8% | +87.5% | -137.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling