+14.3%
USFR vs PFG
+84.5%
-70.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% |
| All | +14.3% | +84.5% | -70.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling