+74.9%
USAR vs PR
+146.8%
-71.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -2.1% | +2.9% | -5.0% | -1.9% |
| 30D | +2.6% | +18.0% | -15.4% | +3.5% |
| 3M | -35.0% | +16.9% | -51.9% | -34.4% |
| 6M | -6.9% | +28.2% | -35.1% | -6.3% |
| YTD | +48.0% | +69.3% | -21.3% | +48.8% |
| 1Y | +24.8% | +69.5% | -44.7% | +25.4% |
| 3Y | +73.2% | +81.7% | -8.4% | +75.9% |
| All | +74.9% | +146.8% | -71.9% | +77.7% |
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