+28.5%
USFR vs PFG
+189.4%
-160.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.4% | +6.4% | -6.0% | +0.4% |
| 3M | +1.1% | +2.2% | -1.2% | +1.1% |
| 6M | +2.1% | +16.3% | -14.2% | +2.0% |
| YTD | +3.4% | +33.2% | -29.8% | +3.4% |
| 1Y | +4.1% | +40.6% | -36.5% | +4.1% |
| 3Y | +14.4% | +83.3% | -68.9% | +14.3% |
| 5Y | +21.4% | +97.7% | -76.3% | +21.3% |
| 10Y | +28.5% | +189.9% | -161.3% | +28.5% |
| All | +28.5% | +189.4% | -160.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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