-17.6%
PCG vs USB
+33.6%
-51.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | +5.8% | +4.3% | +1.5% | +5.1% |
| 3M | -22.8% | -6.1% | -16.7% | -21.8% |
| 6M | -18.4% | +9.4% | -27.8% | -18.9% |
| YTD | -16.9% | +15.2% | -32.0% | -17.9% |
| 1Y | -17.6% | +32.8% | -50.4% | -16.9% |
| All | -17.6% | +33.6% | -51.3% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling