+298.1%
PFGC vs URA
+369.2%
-71.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -3.7% | +5.7% | -9.4% | -5.4% |
| 30D | -16.0% | +5.6% | -21.5% | -17.6% |
| 3M | -4.1% | +6.2% | -10.4% | -6.8% |
| 6M | +8.7% | -8.2% | +17.0% | +9.3% |
| YTD | +6.4% | +9.7% | -3.3% | -0.2% |
| 1Y | -8.4% | +17.0% | -25.4% | -17.8% |
| 3Y | +61.8% | +118.5% | -56.7% | +8.1% |
| 5Y | +108.7% | +134.3% | -25.6% | +24.6% |
| 10Y | +298.1% | +377.5% | -79.4% | +34.7% |
| All | +298.1% | +369.2% | -71.1% | +34.7% |
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