+121.1%
USB vs PFGC
+476.7%
-355.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.5% | -11.6% | -2.0% |
| 7D | +2.4% | +13.9% | -11.5% | -1.7% |
| 30D | +6.6% | +18.4% | -11.8% | +1.2% |
| 3M | -4.1% | -2.5% | -1.6% | -3.9% |
| 6M | +12.5% | +26.0% | -13.6% | +4.3% |
| YTD | +17.6% | +21.9% | -4.2% | +9.4% |
| 1Y | +36.5% | +13.4% | +23.1% | +29.6% |
| 3Y | +95.4% | +80.7% | +14.7% | +61.8% |
| 5Y | +26.1% | +136.8% | -110.6% | -5.2% |
| 10Y | +101.3% | +363.3% | -262.0% | +33.6% |
| All | +121.1% | +476.7% | -355.5% | +46.4% |
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