-24.2%
PCG vs USAR
-21.7%
-2.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.6% |
| 7D | -0.5% | -9.1% | +8.6% | -0.5% |
| 30D | +0.8% | -36.9% | +37.7% | +0.6% |
| 3M | -22.0% | -58.4% | +36.4% | -22.3% |
| 6M | -17.1% | -70.6% | +53.5% | -17.4% |
| YTD | -16.9% | -33.4% | +16.6% | -17.0% |
| 1Y | -19.1% | -54.0% | +35.0% | -19.3% |
| 3Y | -19.4% | -22.7% | +3.2% | -16.7% |
| All | -24.2% | -21.7% | -2.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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