+105.9%
USB vs PGR
+780.9%
-675.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.6% |
| 7D | +2.1% | -2.6% | +4.6% | +3.2% |
| 30D | -2.3% | -0.2% | -2.1% | -2.4% |
| 3M | +13.9% | +7.4% | +6.5% | +9.4% |
| 6M | +21.6% | +2.1% | +19.4% | +19.0% |
| YTD | +19.3% | +0.5% | +18.9% | +17.2% |
| 1Y | +33.6% | -6.9% | +40.5% | +35.2% |
| 3Y | +97.7% | +73.2% | +24.6% | +43.4% |
| 5Y | +40.4% | +154.8% | -114.3% | -19.3% |
| 10Y | +105.9% | +786.4% | -680.5% | -34.1% |
| All | +105.9% | +780.9% | -675.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling