+6.2%
PG vs USAR
+53.8%
-47.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.6% |
| 7D | -0.8% | -11.6% | +10.8% | -1.0% |
| 30D | +0.8% | -15.5% | +16.3% | +0.6% |
| 3M | -1.3% | -31.0% | +29.7% | -1.8% |
| 6M | -3.8% | -26.2% | +22.4% | -4.1% |
| YTD | +3.6% | +30.8% | -27.1% | +4.6% |
| 1Y | -5.7% | +7.1% | -12.8% | -4.7% |
| 3Y | +1.6% | +53.0% | -51.4% | +5.8% |
| All | +6.2% | +53.8% | -47.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling