+117.2%
PG vs USB
+104.7%
+12.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | -2.6% | -3.2% | +0.6% | -2.0% |
| 3M | -3.3% | +11.8% | -15.2% | -5.3% |
| 6M | -6.7% | +21.4% | -28.1% | -9.9% |
| YTD | +1.7% | +18.6% | -16.9% | -1.5% |
| 1Y | -7.9% | +30.8% | -38.7% | -12.5% |
| 3Y | +0.9% | +96.5% | -95.6% | -12.8% |
| 5Y | +12.6% | +38.4% | -25.8% | +3.3% |
| 10Y | +117.2% | +106.7% | +10.5% | +75.0% |
| All | +117.2% | +104.7% | +12.5% | +75.0% |
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