+150.6%
PG vs USB
+92.8%
+57.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +12.6% | +5.8% | +6.8% | +11.5% |
| 3M | +13.3% | -6.0% | +19.2% | +14.5% |
| 6M | +13.4% | +7.8% | +5.6% | +11.8% |
| YTD | +18.8% | +14.6% | +4.2% | +15.6% |
| 1Y | +16.5% | +31.8% | -15.3% | +10.5% |
| 3Y | +18.6% | +91.5% | -72.9% | +3.2% |
| 5Y | +28.8% | +22.0% | +6.8% | +21.7% |
| All | +150.6% | +92.8% | +57.8% | +123.2% |
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