+75.4%
USAR vs PFGC
+61.0%
+14.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | -8.6% | -15.8% | +7.1% | -7.8% |
| 3M | -20.5% | -0.6% | -19.9% | -20.7% |
| 6M | +1.2% | +10.7% | -9.5% | -0.4% |
| YTD | +48.4% | +7.6% | +40.8% | +46.3% |
| 1Y | +30.6% | -7.8% | +38.4% | +28.4% |
| 3Y | +73.6% | +63.7% | +9.9% | +73.8% |
| All | +75.4% | +61.0% | +14.4% | +75.7% |
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