+59.3%
USAR vs PFG
+63.9%
-4.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | -9.3% | -3.0% | -6.3% | -9.0% |
| 30D | -15.2% | +2.5% | -17.7% | -15.4% |
| 3M | -21.1% | +6.1% | -27.2% | -21.7% |
| 6M | -21.6% | +31.3% | -52.9% | -24.1% |
| YTD | +34.8% | +33.6% | +1.2% | +30.5% |
| 1Y | +15.6% | +48.5% | -32.9% | +12.9% |
| 3Y | +57.7% | +69.6% | -11.9% | +57.8% |
| All | +59.3% | +63.9% | -4.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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