+112.3%
PFGC vs URA
+131.0%
-18.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.5% |
| 7D | -2.4% | +8.1% | -10.5% | -4.0% |
| 30D | -15.8% | +5.8% | -21.5% | -16.9% |
| 3M | -0.6% | +3.4% | -4.0% | -1.9% |
| 6M | +10.7% | -2.6% | +13.3% | +9.8% |
| YTD | +7.6% | +11.2% | -3.5% | +3.2% |
| 1Y | -7.8% | +19.8% | -27.7% | -14.5% |
| 3Y | +63.7% | +121.5% | -57.7% | +22.7% |
| 5Y | +112.3% | +134.5% | -22.2% | +47.9% |
| All | +112.3% | +131.0% | -18.7% | +47.9% |
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