-76.4%
PCG vs URI
+1,246.1%
-1,322.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -2.1% |
| 7D | -2.2% | +2.6% | -4.8% | -3.1% |
| 30D | -0.5% | +9.1% | -9.5% | -3.0% |
| 3M | -24.0% | +1.0% | -24.9% | -24.7% |
| 6M | -18.6% | +23.3% | -42.0% | -24.3% |
| YTD | -17.7% | +43.3% | -61.0% | -28.0% |
| 1Y | -20.0% | +35.9% | -55.9% | -29.0% |
| 3Y | -20.2% | +158.6% | -178.9% | -44.4% |
| 5Y | +8.4% | +213.1% | -204.7% | -32.0% |
| 10Y | -76.4% | +1,213.1% | -1,289.5% | -90.5% |
| All | -76.4% | +1,246.1% | -1,322.5% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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