+123.0%
USB vs PFGC
+403.3%
-280.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.1% | -3.7% | +2.7% | 0.0% |
| 30D | -3.2% | -16.0% | +12.7% | +1.7% |
| 3M | +11.8% | -4.1% | +16.0% | +13.0% |
| 6M | +21.4% | +8.7% | +12.7% | +17.8% |
| YTD | +18.6% | +6.4% | +12.3% | +15.2% |
| 1Y | +30.8% | -8.4% | +39.2% | +32.7% |
| 3Y | +96.5% | +61.8% | +34.8% | +68.7% |
| 5Y | +38.4% | +108.7% | -70.3% | +8.1% |
| 10Y | +106.7% | +298.1% | -191.4% | +43.5% |
| All | +123.0% | +403.3% | -280.4% | +54.2% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling