+84.9%
USB vs PGR
+850.2%
-765.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | +1.4% | +1.2% | +0.3% | +0.9% |
| 30D | +6.4% | +6.6% | -0.2% | +3.6% |
| 3M | -4.5% | +8.4% | -12.8% | -7.9% |
| 6M | +11.4% | +19.6% | -8.2% | +2.1% |
| YTD | +17.1% | +8.4% | +8.7% | +11.3% |
| 1Y | +32.6% | +13.5% | +19.1% | +23.3% |
| 3Y | +101.8% | +58.0% | +43.8% | +54.8% |
| 5Y | +25.1% | +170.5% | -145.4% | -29.9% |
| 10Y | +84.9% | +827.4% | -742.5% | -44.7% |
| All | +84.9% | +850.2% | -765.3% | -44.7% |
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