-21.0%
PCG vs URA
+36.0%
-56.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | +1.4% | -19.0% | +20.4% | +2.5% |
| 3M | -23.4% | -25.1% | +1.7% | -22.2% |
| 6M | -19.4% | -44.5% | +25.1% | -17.2% |
| YTD | -18.5% | -24.3% | +5.8% | -18.3% |
| 1Y | -19.5% | -28.1% | +8.6% | -19.2% |
| 3Y | -21.0% | +40.7% | -61.7% | -27.6% |
| All | -21.0% | +36.0% | -56.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling