+98.3%
USB vs PFG
+67.7%
+30.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.9% |
| 7D | +1.4% | +5.5% | -4.1% | -2.7% |
| 30D | -1.3% | +2.4% | -3.7% | -3.2% |
| 3M | +15.2% | +13.6% | +1.7% | +4.0% |
| 6M | +18.8% | +27.9% | -9.1% | -2.3% |
| YTD | +21.0% | +35.6% | -14.5% | -5.2% |
| 1Y | +34.0% | +48.5% | -14.4% | -2.8% |
| All | +98.3% | +67.7% | +30.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling