-49.8%
USAR vs PFGC
+12.5%
-62.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +13.5% | -19.4% | -7.6% |
| 7D | -21.8% | +13.9% | -35.6% | -23.4% |
| 30D | -39.9% | +18.4% | -58.3% | -41.8% |
| 3M | -52.5% | -2.5% | -50.0% | -51.8% |
| 6M | -67.9% | +26.0% | -94.0% | -70.7% |
| YTD | -31.1% | +21.9% | -52.9% | -36.9% |
| 1Y | -49.8% | +13.4% | -63.2% | -51.0% |
| All | -49.8% | +12.5% | -62.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling