-25.7%
PCG vs USAR
-18.7%
-7.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -1.9% |
| 7D | -1.6% | -14.5% | +12.9% | -1.6% |
| 30D | +1.4% | -37.8% | +39.2% | +1.2% |
| 3M | -23.4% | -52.8% | +29.4% | -23.6% |
| 6M | -19.4% | -71.2% | +51.9% | -19.7% |
| YTD | -18.5% | -30.9% | +12.4% | -18.6% |
| 1Y | -19.5% | -48.0% | +28.5% | -19.8% |
| 3Y | -21.0% | -19.7% | -1.3% | -18.3% |
| All | -25.7% | -18.7% | -7.0% | -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