+203.4%
URI vs PFG
+110.8%
+92.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.8% |
| 7D | -2.0% | +5.5% | -7.5% | -6.2% |
| 30D | -12.9% | +2.4% | -15.3% | -14.8% |
| 3M | -6.7% | +13.6% | -20.3% | -16.7% |
| 6M | +19.0% | +27.9% | -8.9% | -3.9% |
| YTD | +25.5% | +35.6% | -10.0% | -3.7% |
| 1Y | +5.5% | +48.5% | -42.9% | -25.4% |
| 3Y | +111.3% | +66.9% | +44.4% | +34.0% |
| All | +203.4% | +110.8% | +92.6% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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