+59.3%
USAR vs PFGC
+56.9%
+2.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.6% | -5.9% |
| 7D | -9.3% | -4.8% | -4.5% | -9.0% |
| 30D | -15.2% | -17.2% | +2.0% | -14.3% |
| 3M | -21.1% | -6.3% | -14.8% | -21.0% |
| 6M | -21.6% | +8.8% | -30.4% | -22.6% |
| YTD | +34.8% | +4.9% | +29.9% | +33.1% |
| 1Y | +15.6% | -9.5% | +25.1% | +14.0% |
| 3Y | +57.7% | +59.6% | -1.9% | +58.1% |
| All | +59.3% | +56.9% | +2.3% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling