+74.9%
USAR vs PFG
+66.3%
+8.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -2.1% | +5.5% | -7.6% | -2.7% |
| 30D | +2.6% | +2.4% | +0.3% | +2.3% |
| 3M | -35.0% | +13.6% | -48.6% | -36.2% |
| 6M | -6.9% | +27.9% | -34.8% | -9.9% |
| YTD | +48.0% | +35.6% | +12.4% | +43.1% |
| 1Y | +24.8% | +48.5% | -23.7% | +21.4% |
| 3Y | +73.2% | +66.9% | +6.4% | +73.2% |
| All | +74.9% | +66.3% | +8.6% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling