-76.4%
PCG vs URA
+277.9%
-354.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.2% | +2.9% | -5.1% | -2.9% |
| 30D | -0.5% | -10.8% | +10.4% | +1.5% |
| 3M | -24.0% | -25.5% | +1.6% | -19.9% |
| 6M | -18.6% | -41.2% | +22.6% | -10.8% |
| YTD | -17.7% | -21.3% | +3.6% | -16.5% |
| 1Y | -20.0% | -25.7% | +5.7% | -18.1% |
| 3Y | -20.2% | +43.1% | -63.3% | -33.8% |
| 5Y | +8.4% | +35.6% | -27.2% | -12.1% |
| 10Y | -76.4% | +281.3% | -357.7% | -89.0% |
| All | -76.4% | +277.9% | -354.3% | -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