+6,276.6%
URI vs PFG
+1,008.7%
+5,267.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -6.0% | +3.0% | -8.9% | -7.5% |
| 30D | +4.6% | +8.2% | -3.6% | +0.3% |
| 3M | -2.7% | +2.7% | -5.4% | -4.4% |
| 6M | +18.4% | +17.2% | +1.2% | +7.5% |
| YTD | +37.4% | +34.8% | +2.6% | +15.4% |
| 1Y | +30.4% | +43.6% | -13.2% | +5.8% |
| 3Y | +147.9% | +85.4% | +62.5% | +75.7% |
| 5Y | +202.1% | +102.2% | +99.9% | +106.4% |
| 10Y | +1,182.4% | +190.2% | +992.2% | +633.6% |
| All | +6,276.6% | +1,008.7% | +5,267.9% | +1,510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling