-34.9%
AUR vs PFGC
+77.5%
-112.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +3.9% |
| 7D | +19.2% | -2.4% | +21.7% | +21.1% |
| 30D | -7.8% | -15.8% | +8.0% | +2.7% |
| 3M | +4.0% | -0.6% | +4.6% | +3.3% |
| 6M | +45.0% | +10.7% | +34.3% | +33.8% |
| YTD | +69.5% | +7.6% | +61.9% | +57.0% |
| 1Y | +13.0% | -7.8% | +20.8% | +15.9% |
| 3Y | +90.4% | +63.7% | +26.6% | +38.1% |
| 5Y | -34.2% | +112.3% | -146.4% | -57.4% |
| All | -34.9% | +77.5% | -112.4% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling