+20.6%
PG vs USB
+103.6%
-83.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | +9.2% | +8.4% | +0.8% | +8.4% |
| 3M | +18.5% | -5.5% | +24.0% | +19.0% |
| 6M | +21.1% | +17.7% | +3.3% | +19.5% |
| YTD | +21.9% | +17.6% | +4.4% | +20.2% |
| 1Y | +18.1% | +33.9% | -15.8% | +15.4% |
| 3Y | +20.6% | +103.8% | -83.3% | +16.4% |
| All | +20.6% | +103.6% | -83.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling