+186.3%
PFG vs URA
+283.4%
-97.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.9% |
| 7D | -0.6% | -4.1% | +3.5% | +0.5% |
| 30D | +2.0% | -19.0% | +21.0% | +8.0% |
| 3M | -3.2% | -25.1% | +22.0% | +4.2% |
| 6M | +10.9% | -44.5% | +55.4% | +29.0% |
| YTD | +28.8% | -24.3% | +53.2% | +33.4% |
| 1Y | +39.2% | -28.1% | +67.3% | +45.8% |
| 3Y | +75.0% | +40.7% | +34.4% | +36.8% |
| 5Y | +91.9% | +35.5% | +56.5% | +44.6% |
| All | +186.3% | +283.4% | -97.1% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling