+92.7%
USB vs PFGC
+357.0%
-264.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.5% | +12.5% | -13.9% | -5.1% |
| 30D | +4.3% | +17.0% | -12.7% | -0.8% |
| 3M | -6.1% | -2.1% | -4.0% | -6.0% |
| 6M | +9.4% | +25.9% | -16.5% | +1.3% |
| YTD | +15.2% | +22.0% | -6.8% | +6.9% |
| 1Y | +32.8% | +14.8% | +17.9% | +25.4% |
| 3Y | +91.3% | +80.8% | +10.5% | +57.4% |
| 5Y | +22.7% | +126.0% | -103.3% | -7.5% |
| All | +92.7% | +357.0% | -264.3% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling