+82.3%
PFGC vs URA
+35.4%
+46.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +3.4% | -1.5% | +5.0% | +3.6% |
| 30D | +16.9% | -10.4% | +27.3% | +18.3% |
| 3M | +6.4% | -29.6% | +36.0% | +10.6% |
| 6M | +16.0% | -40.3% | +56.3% | +23.0% |
| YTD | +23.6% | -25.5% | +49.1% | +26.9% |
| 1Y | +16.6% | -26.4% | +43.0% | +19.8% |
| 3Y | +82.3% | +31.4% | +50.8% | +60.3% |
| All | +82.3% | +35.4% | +46.9% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling