-19.0%
USAR vs PFGC
+84.9%
-103.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -0.8% | +3.4% | -4.2% | -0.9% |
| 30D | -20.9% | +16.9% | -37.9% | -21.5% |
| 3M | -56.2% | +6.4% | -62.6% | -56.2% |
| 6M | -67.9% | +16.0% | -83.9% | -68.2% |
| YTD | -31.4% | +23.6% | -55.1% | -32.8% |
| 1Y | -45.1% | +16.6% | -61.7% | -46.1% |
| 3Y | -20.3% | +82.3% | -102.6% | -20.8% |
| All | -19.0% | +84.9% | -103.9% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling