+124.3%
USB vs PFGC
+409.4%
-285.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | +2.1% | -2.4% | +4.5% | +2.8% |
| 30D | -2.3% | -15.8% | +13.5% | +2.6% |
| 3M | +13.9% | -0.6% | +14.5% | +13.8% |
| 6M | +21.6% | +10.7% | +10.9% | +17.4% |
| YTD | +19.3% | +7.6% | +11.7% | +15.5% |
| 1Y | +33.6% | -7.8% | +41.4% | +35.2% |
| 3Y | +97.7% | +63.7% | +34.0% | +69.1% |
| 5Y | +40.4% | +112.3% | -71.8% | +9.2% |
| 10Y | +105.9% | +286.7% | -180.8% | +43.2% |
| All | +124.3% | +409.4% | -285.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling