+22.0%
USB vs PFGC
+121.6%
-99.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | 0.0% | +8.5% | -8.5% | -3.2% |
| 30D | +5.8% | +15.0% | -9.2% | +0.3% |
| 3M | -6.0% | -6.2% | +0.2% | -4.2% |
| 6M | +7.8% | +15.7% | -8.0% | +1.1% |
| YTD | +14.6% | +19.6% | -5.0% | +5.1% |
| 1Y | +31.8% | +13.2% | +18.6% | +23.4% |
| 3Y | +91.5% | +77.0% | +14.6% | +50.7% |
| All | +22.0% | +121.6% | -99.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling