+54.5%
PCG vs USB
+40.0%
+14.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | +1.4% | -15.3% | -14.2% |
| 30D | -16.9% | -1.3% | -15.6% | -16.5% |
| 3M | -14.7% | +15.2% | -30.0% | -18.0% |
| 6M | -23.8% | +18.8% | -42.7% | -27.5% |
| YTD | -10.5% | +21.0% | -31.5% | -15.4% |
| 1Y | -5.1% | +34.0% | -39.1% | -13.0% |
| 3Y | -11.6% | +95.3% | -106.9% | -28.0% |
| All | +54.5% | +40.0% | +14.4% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling