-76.5%
PCG vs URA
+272.2%
-348.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.3% |
| 7D | -2.0% | +4.5% | -6.4% | -2.9% |
| 30D | -2.7% | -13.4% | +10.7% | -0.2% |
| 3M | -25.1% | -28.4% | +3.3% | -20.4% |
| 6M | -22.3% | -40.5% | +18.2% | -15.0% |
| YTD | -18.5% | -24.3% | +5.8% | -16.7% |
| 1Y | -21.8% | -28.8% | +7.0% | -19.4% |
| 3Y | -21.0% | +37.6% | -58.6% | -34.0% |
| 5Y | +8.1% | +30.7% | -22.6% | -11.8% |
| All | -76.5% | +272.2% | -348.7% | -89.0% |
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