+29.8%
PG vs USB
+21.6%
+8.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +12.6% | +5.8% | +6.8% | +12.0% |
| 3M | +13.3% | -6.0% | +19.2% | +13.9% |
| 6M | +13.4% | +7.8% | +5.6% | +12.6% |
| YTD | +18.8% | +14.6% | +4.2% | +17.1% |
| 1Y | +16.5% | +31.8% | -15.3% | +13.3% |
| 3Y | +18.6% | +91.5% | -72.9% | +10.3% |
| All | +29.8% | +21.6% | +8.2% | +27.8% |
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