+49.3%
PFG vs URA
+20.2%
+29.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | +6.0% | +8.1% | -2.1% | +5.2% |
| 30D | +2.2% | +5.8% | -3.5% | +1.6% |
| 3M | +10.4% | +3.4% | +6.9% | +9.9% |
| 6M | +27.8% | -2.6% | +30.4% | +27.5% |
| YTD | +33.6% | +11.2% | +22.5% | +30.3% |
| 1Y | +49.3% | +19.8% | +29.5% | +45.0% |
| All | +49.3% | +20.2% | +29.1% | +45.0% |
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