-18.4%
PCG vs URA
-44.2%
+25.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.1% |
| 7D | 0.0% | -13.3% | +13.3% | +0.5% |
| 30D | +5.8% | -25.9% | +31.7% | +6.7% |
| 3M | -22.8% | -27.8% | +5.0% | -21.5% |
| 6M | -18.4% | -42.8% | +24.4% | -18.2% |
| All | -18.4% | -44.2% | +25.8% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling