+48.5%
PFG vs URA
+17.2%
+31.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +5.5% | +1.1% | +4.5% | +5.4% |
| 30D | +2.4% | +7.4% | -5.0% | +1.6% |
| 3M | +13.6% | -8.4% | +22.0% | +14.6% |
| 6M | +27.9% | -12.7% | +40.6% | +29.1% |
| YTD | +35.6% | +7.8% | +27.8% | +32.6% |
| 1Y | +48.5% | +19.5% | +29.0% | +44.0% |
| All | +48.5% | +17.2% | +31.2% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling