-13.0%
USAR vs PR
+128.8%
-141.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.4% |
| 7D | -1.1% | -12.4% | +11.3% | -2.0% |
| 30D | -30.3% | -6.6% | -23.7% | -30.5% |
| 3M | -54.7% | +7.5% | -62.2% | -54.4% |
| 6M | -67.5% | +10.8% | -78.3% | -67.3% |
| YTD | -26.4% | +57.0% | -83.4% | -26.2% |
| 1Y | -49.5% | +67.9% | -117.5% | -49.4% |
| 3Y | -14.5% | +87.6% | -102.0% | -13.3% |
| All | -13.0% | +128.8% | -141.8% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling