-18.4%
PCG vs USAR
+74.0%
-92.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -13.9% | -2.1% | -11.7% | -13.9% |
| 30D | -16.9% | +2.6% | -19.5% | -16.8% |
| 3M | -14.7% | -35.0% | +20.3% | -14.9% |
| 6M | -23.8% | -6.9% | -16.9% | -23.9% |
| YTD | -10.5% | +48.0% | -58.5% | -10.4% |
| 1Y | -5.1% | +24.8% | -29.9% | -5.1% |
| 3Y | -11.6% | +73.2% | -84.8% | -7.4% |
| All | -18.4% | +74.0% | -92.4% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling