-25.7%
PCG vs USAR
-20.3%
-5.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | -2.0% | +8.8% | -10.7% | -1.9% |
| 30D | -2.7% | -28.5% | +25.8% | -2.8% |
| 3M | -25.1% | -56.2% | +31.1% | -25.3% |
| 6M | -22.3% | -68.4% | +46.1% | -22.6% |
| YTD | -18.5% | -32.2% | +13.7% | -18.6% |
| 1Y | -21.8% | -52.3% | +30.5% | -22.1% |
| 3Y | -21.0% | -21.2% | +0.2% | -18.3% |
| All | -25.7% | -20.3% | -5.4% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling