+166.8%
PG vs USFR
+27.6%
+139.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.6% |
| 3M | -3.3% | +1.0% | -4.3% | -3.4% |
| 6M | -6.7% | +1.9% | -8.7% | -6.9% |
| YTD | +1.7% | +2.7% | -0.9% | +1.5% |
| 1Y | -7.9% | +4.0% | -11.9% | -8.3% |
| 3Y | +0.9% | +14.0% | -13.1% | -0.1% |
| 5Y | +12.6% | +20.4% | -7.8% | +11.2% |
| 10Y | +117.2% | +28.0% | +89.2% | +112.6% |
| All | +166.8% | +27.6% | +139.2% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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