-35.7%
AUR vs PFG
+110.4%
-146.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.6% |
| 7D | +1.4% | -0.4% | +1.9% | +1.8% |
| 30D | -6.4% | +2.9% | -9.3% | -9.1% |
| 3M | +7.7% | +6.7% | +1.0% | +0.3% |
| 6M | +44.5% | +33.8% | +10.7% | +7.5% |
| YTD | +67.4% | +35.0% | +32.5% | +22.6% |
| 1Y | +15.4% | +46.4% | -31.0% | -22.3% |
| 3Y | +94.8% | +71.7% | +23.2% | +16.7% |
| 5Y | -35.1% | +113.7% | -148.8% | -62.4% |
| All | -35.7% | +110.4% | -146.1% | -62.6% |
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