+31.8%
USB vs PFG
+40.5%
-8.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +5.8% | +2.0% | +3.8% | +4.7% |
| 3M | -6.0% | -3.2% | -2.8% | -4.5% |
| 6M | +7.8% | +10.9% | -3.2% | +0.5% |
| YTD | +14.6% | +28.8% | -14.3% | -2.5% |
| 1Y | +31.8% | +39.2% | -7.4% | +5.4% |
| All | +31.8% | +40.5% | -8.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling