+240.3%
PFG vs URA
+371.9%
-131.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.3% |
| 7D | +6.0% | +8.1% | -2.1% | +3.7% |
| 30D | +2.2% | +5.8% | -3.5% | +0.3% |
| 3M | +10.4% | +3.4% | +6.9% | +8.3% |
| 6M | +27.8% | -2.6% | +30.4% | +26.0% |
| YTD | +33.6% | +11.2% | +22.5% | +24.8% |
| 1Y | +49.3% | +19.8% | +29.5% | +33.8% |
| 3Y | +69.7% | +121.5% | -51.7% | +16.2% |
| 5Y | +111.3% | +134.5% | -23.1% | +31.5% |
| 10Y | +240.3% | +376.7% | -136.4% | +33.4% |
| All | +240.3% | +371.9% | -131.6% | +33.4% |
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