-76.4%
PCG vs USB
+100.3%
-176.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | +1.9% | +2.4% | -0.5% | +1.0% |
| 30D | +8.5% | +6.6% | +1.9% | +5.9% |
| 3M | -22.9% | -4.1% | -18.8% | -21.8% |
| 6M | -16.8% | +12.5% | -29.2% | -20.5% |
| YTD | -15.8% | +17.6% | -33.4% | -21.2% |
| 1Y | -16.0% | +36.5% | -52.5% | -25.7% |
| 3Y | -18.9% | +95.4% | -114.3% | -38.5% |
| 5Y | +17.4% | +26.1% | -8.7% | +3.6% |
| 10Y | -76.4% | +101.3% | -177.7% | -80.9% |
| All | -76.4% | +100.3% | -176.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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