+31.8%
USB vs PFGC
+13.7%
+18.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | 0.0% | +8.5% | -8.5% | -1.3% |
| 30D | +5.8% | +15.0% | -9.2% | +3.6% |
| 3M | -6.0% | -6.2% | +0.2% | -5.4% |
| 6M | +7.8% | +15.7% | -8.0% | +5.4% |
| YTD | +14.6% | +19.6% | -5.0% | +10.4% |
| 1Y | +31.8% | +13.2% | +18.6% | +28.9% |
| All | +31.8% | +13.7% | +18.1% | +28.9% |
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