+92.7%
USB vs PFG
+200.8%
-108.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +0.6% |
| 7D | -1.5% | -0.7% | -0.7% | -1.0% |
| 30D | +4.3% | +2.8% | +1.4% | +2.1% |
| 3M | -6.1% | -1.0% | -5.1% | -5.8% |
| 6M | +9.4% | +13.6% | -4.2% | -0.9% |
| YTD | +15.2% | +31.1% | -15.9% | -6.3% |
| 1Y | +32.8% | +43.8% | -11.0% | +0.9% |
| 3Y | +91.3% | +75.0% | +16.3% | +25.0% |
| 5Y | +22.7% | +95.2% | -72.6% | -26.1% |
| All | +92.7% | +200.8% | -108.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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