-16.5%
PCG vs URI
+7,377.6%
-7,394.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.9% | -0.4% |
| 7D | 0.0% | -12.9% | +12.9% | +1.7% |
| 30D | +5.8% | -3.4% | +9.2% | +6.2% |
| 3M | -22.8% | -10.0% | -12.7% | -21.9% |
| 6M | -18.4% | +12.2% | -30.6% | -20.0% |
| YTD | -16.9% | +29.8% | -46.6% | -20.5% |
| 1Y | -17.6% | +24.6% | -42.2% | -20.9% |
| 3Y | -20.0% | +137.6% | -157.6% | -29.9% |
| 5Y | +16.0% | +176.6% | -160.6% | -1.5% |
| 10Y | -76.7% | +1,402.6% | -1,479.3% | -83.9% |
| All | -16.5% | +7,377.6% | -7,394.1% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling