+548.1%
PFG vs URA
-51.6%
+599.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -3.2% |
| 7D | -0.6% | -4.1% | +3.5% | +0.7% |
| 30D | +2.0% | -19.0% | +21.0% | +9.1% |
| 3M | -3.2% | -25.1% | +22.0% | +5.6% |
| 6M | +10.9% | -44.5% | +55.4% | +32.3% |
| YTD | +28.8% | -24.3% | +53.2% | +34.4% |
| 1Y | +39.2% | -28.1% | +67.3% | +47.0% |
| 3Y | +75.0% | +40.7% | +34.4% | +33.4% |
| 5Y | +91.9% | +35.5% | +56.5% | +40.2% |
| 10Y | +202.3% | +281.2% | -78.8% | +21.6% |
| All | +548.1% | -51.6% | +599.7% | +462.3% |
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 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