-24.2%
PCG vs USAR
-26.7%
+2.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.5% | +8.2% | -1.3% |
| 7D | 0.0% | -29.5% | +29.5% | -0.1% |
| 30D | +5.8% | -46.0% | +51.8% | +5.6% |
| 3M | -22.8% | -56.8% | +34.0% | -23.0% |
| 6M | -18.4% | -72.9% | +54.5% | -18.8% |
| YTD | -16.9% | -37.6% | +20.8% | -17.0% |
| 1Y | -17.6% | -56.0% | +38.4% | -17.9% |
| 3Y | -20.0% | -27.5% | +7.6% | -17.3% |
| All | -24.2% | -26.7% | +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 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