+20.4%
USFR vs PFG
+110.7%
-90.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +0.3% | +2.2% | -1.9% | +0.3% |
| 3M | +1.0% | +10.4% | -9.4% | +1.0% |
| 6M | +1.9% | +27.8% | -25.9% | +1.9% |
| YTD | +2.7% | +33.6% | -31.0% | +2.7% |
| 1Y | +4.0% | +49.3% | -45.3% | +4.0% |
| 3Y | +14.0% | +69.7% | -55.7% | +14.0% |
| 5Y | +20.4% | +111.3% | -90.9% | +20.5% |
| All | +20.4% | +110.7% | -90.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling