+581.8%
PFG vs URA
-31.1%
+612.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +5.5% | +1.1% | +4.5% | +5.2% |
| 30D | +2.4% | +7.4% | -5.0% | -0.4% |
| 3M | +13.6% | -8.4% | +22.0% | +15.5% |
| 6M | +27.9% | -12.7% | +40.6% | +30.6% |
| YTD | +35.6% | +7.8% | +27.8% | +26.4% |
| 1Y | +48.5% | +19.5% | +29.0% | +30.8% |
| 3Y | +66.9% | +116.4% | -49.6% | +9.7% |
| 5Y | +111.0% | +134.3% | -23.3% | +23.9% |
| 10Y | +244.5% | +359.3% | -114.8% | +33.7% |
| All | +581.8% | -31.1% | +612.9% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling