+91.5%
USB vs PGR
+58.4%
+33.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | +5.8% | +6.4% | -0.5% | +5.0% |
| 3M | -6.0% | +5.8% | -11.8% | -6.7% |
| 6M | +7.8% | +15.8% | -8.1% | +5.1% |
| YTD | +14.6% | +6.5% | +8.1% | +13.1% |
| 1Y | +31.8% | +15.7% | +16.0% | +27.9% |
| 3Y | +91.5% | +57.4% | +34.1% | +141.4% |
| All | +91.5% | +58.4% | +33.2% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling