-19.7%
USAR vs PR
+64.2%
-83.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +8.9% | +11.0% |
| 7D | -14.5% | -16.4% | +1.9% | -15.7% |
| 30D | -37.8% | -1.9% | -35.9% | -37.8% |
| 3M | -52.8% | +8.0% | -60.7% | -52.5% |
| 6M | -71.2% | +4.1% | -75.3% | -71.0% |
| YTD | -30.9% | +58.7% | -89.6% | -30.7% |
| 1Y | -48.0% | +75.8% | -123.8% | -48.0% |
| 3Y | -19.7% | +73.2% | -92.9% | -18.8% |
| All | -19.7% | +64.2% | -83.9% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling