-19.0%
USAR vs PR
+145.1%
-164.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.2% |
| 7D | -0.8% | +6.0% | -6.8% | -0.5% |
| 30D | -20.9% | -4.2% | -16.7% | -21.2% |
| 3M | -56.2% | +10.0% | -66.1% | -55.8% |
| 6M | -67.9% | +15.6% | -83.5% | -67.5% |
| YTD | -31.4% | +68.2% | -99.6% | -31.0% |
| 1Y | -45.1% | +79.2% | -124.3% | -44.7% |
| 3Y | -20.3% | +94.9% | -115.2% | -19.0% |
| All | -19.0% | +145.1% | -164.1% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling