+22.0%
USB vs PGR
+165.2%
-143.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +5.8% | +6.4% | -0.5% | +4.0% |
| 3M | -6.0% | +5.8% | -11.8% | -7.6% |
| 6M | +7.8% | +15.8% | -8.1% | +2.4% |
| YTD | +14.6% | +6.5% | +8.1% | +11.4% |
| 1Y | +31.8% | +15.7% | +16.0% | +24.4% |
| 3Y | +91.5% | +57.4% | +34.1% | +57.1% |
| All | +22.0% | +165.2% | -143.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling