-26.3%
USAR vs PR
+126.9%
-153.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.9% | -4.7% | -9.8% |
| 7D | -29.5% | -16.5% | -12.9% | -30.3% |
| 30D | -46.0% | -4.5% | -41.5% | -46.1% |
| 3M | -56.8% | +8.5% | -65.3% | -56.5% |
| 6M | -72.9% | -3.3% | -69.6% | -72.8% |
| YTD | -37.6% | +55.7% | -93.4% | -37.5% |
| 1Y | -56.0% | +82.0% | -138.1% | -55.9% |
| 3Y | -27.5% | +62.5% | -90.0% | -26.7% |
| All | -26.3% | +126.9% | -153.2% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling