-35.1%
AUR vs PFGC
+110.3%
-145.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +1.4% | -4.8% | +6.2% | +5.0% |
| 30D | -6.4% | -12.5% | +6.1% | +2.8% |
| 3M | +7.7% | -9.7% | +17.4% | +14.8% |
| 6M | +44.5% | +7.0% | +37.5% | +35.1% |
| YTD | +67.4% | +4.5% | +63.0% | +56.6% |
| 1Y | +15.4% | -11.6% | +27.0% | +22.3% |
| 3Y | +94.8% | +58.5% | +36.4% | +37.0% |
| All | -35.1% | +110.3% | -145.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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