-17.9%
USAR vs PFGC
+85.0%
-102.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +0.8% | +1.5% | -0.7% | +0.7% |
| 30D | -30.1% | +17.4% | -47.5% | -30.6% |
| 3M | -56.3% | -2.4% | -53.9% | -56.2% |
| 6M | -68.6% | +18.2% | -86.8% | -69.0% |
| YTD | -30.5% | +23.7% | -54.2% | -31.9% |
| 1Y | -53.5% | +15.0% | -68.4% | -54.4% |
| 3Y | -19.3% | +82.3% | -101.6% | -19.7% |
| All | -17.9% | +85.0% | -102.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling