+209.5%
URI vs PFG
+95.0%
+114.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +7.6% | +5.0% | +2.6% | +3.7% |
| 3M | +1.0% | +0.1% | +1.0% | +0.3% |
| 6M | +19.8% | +13.8% | +6.1% | +6.2% |
| YTD | +41.9% | +31.2% | +10.6% | +11.2% |
| 1Y | +33.4% | +37.1% | -3.7% | +0.8% |
| 3Y | +156.0% | +80.6% | +75.4% | +51.0% |
| 5Y | +209.5% | +93.7% | +115.8% | +71.1% |
| All | +209.5% | +95.0% | +114.6% | +71.1% |
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