+13.9%
PFGC vs URA
-30.3%
+44.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +3.1% |
| 7D | +15.0% | +0.3% | +14.7% | +15.0% |
| 30D | +17.0% | -14.8% | +31.8% | +18.6% |
| 3M | -2.5% | -25.3% | +22.9% | +0.1% |
| 6M | +19.2% | -39.9% | +59.1% | +26.1% |
| YTD | +23.4% | -22.4% | +45.9% | +31.2% |
| 1Y | +13.9% | -29.0% | +42.8% | +21.5% |
| All | +13.9% | -30.3% | +44.2% | +21.5% |
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