+4,006.0%
PG vs USB
+8,537.0%
-4,531.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +1.9% | +1.4% | +0.4% | +1.6% |
| 30D | -0.2% | -1.3% | +1.1% | 0.0% |
| 3M | +4.8% | +15.2% | -10.4% | +2.2% |
| 6M | -6.1% | +18.8% | -24.9% | -9.0% |
| YTD | +4.5% | +21.0% | -16.6% | +0.8% |
| 1Y | -5.3% | +34.0% | -39.3% | -10.3% |
| 3Y | +2.6% | +95.3% | -92.8% | -10.6% |
| 5Y | +15.6% | +40.4% | -24.8% | +5.1% |
| 10Y | +118.0% | +107.3% | +10.7% | +78.6% |
| All | +4,006.0% | +8,537.0% | -4,531.0% | +1,858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling