+54.5%
PCG vs URA
+128.0%
-73.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -13.9% | +1.1% | -14.9% | -14.0% |
| 30D | -16.9% | +7.4% | -24.3% | -17.6% |
| 3M | -14.7% | -8.4% | -6.3% | -14.1% |
| 6M | -23.8% | -12.7% | -11.1% | -23.1% |
| YTD | -10.5% | +7.8% | -18.3% | -13.1% |
| 1Y | -5.1% | +19.5% | -24.6% | -10.4% |
| 3Y | -11.6% | +116.4% | -128.0% | -27.9% |
| All | +54.5% | +128.0% | -73.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling