+32.8%
USB vs PFGC
+17.6%
+15.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.5% | +12.5% | -13.9% | -3.2% |
| 30D | +4.3% | +17.0% | -12.7% | +1.9% |
| 3M | -6.1% | -2.1% | -4.0% | -6.1% |
| 6M | +9.4% | +25.9% | -16.5% | +5.6% |
| YTD | +15.2% | +22.0% | -6.8% | +10.6% |
| 1Y | +32.8% | +14.8% | +17.9% | +29.7% |
| All | +32.8% | +17.6% | +15.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling