+128.0%
PFGC vs URA
+33.4%
+94.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.9% |
| 7D | +8.5% | -4.1% | +12.7% | +9.4% |
| 30D | +15.0% | -19.0% | +34.0% | +19.9% |
| 3M | -6.2% | -25.1% | +19.0% | -0.9% |
| 6M | +15.7% | -44.5% | +60.2% | +30.1% |
| YTD | +19.6% | -24.3% | +43.9% | +23.3% |
| 1Y | +13.2% | -28.1% | +41.3% | +17.8% |
| 3Y | +77.0% | +40.7% | +36.3% | +41.1% |
| All | +128.0% | +33.4% | +94.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling