-77.6%
PCG vs URA
+278.3%
-355.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.8% |
| 7D | -1.6% | -4.1% | +2.5% | -0.9% |
| 30D | +1.4% | -19.0% | +20.4% | +5.4% |
| 3M | -23.4% | -25.1% | +1.7% | -19.3% |
| 6M | -19.4% | -44.5% | +25.1% | -10.6% |
| YTD | -18.5% | -24.3% | +5.8% | -16.7% |
| 1Y | -19.5% | -28.1% | +8.6% | -17.1% |
| 3Y | -21.0% | +40.7% | -61.7% | -34.3% |
| 5Y | +13.7% | +35.5% | -21.7% | -8.2% |
| All | -77.6% | +278.3% | -355.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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