-63.7%
PCG vs URA
-53.7%
-10.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.4% |
| 7D | 0.0% | -13.3% | +13.3% | +2.4% |
| 30D | +5.8% | -25.9% | +31.7% | +11.2% |
| 3M | -22.8% | -27.8% | +5.0% | -18.6% |
| 6M | -18.4% | -42.8% | +24.4% | -11.1% |
| YTD | -16.9% | -27.5% | +10.6% | -14.3% |
| 1Y | -17.6% | -35.1% | +17.5% | -13.7% |
| 3Y | -20.0% | +31.1% | -51.0% | -29.7% |
| 5Y | +16.0% | +29.8% | -13.7% | -0.9% |
| 10Y | -76.7% | +265.1% | -341.8% | -84.8% |
| All | -63.7% | -53.7% | -10.0% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling