+120.5%
URI vs PFGC
+60.5%
+60.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | -12.9% | -11.9% | -1.0% | -8.2% |
| 3M | -6.7% | +5.0% | -11.7% | -9.7% |
| 6M | +19.0% | +8.6% | +10.4% | +12.8% |
| YTD | +25.5% | +9.7% | +15.8% | +16.5% |
| 1Y | +5.5% | -6.3% | +11.8% | +7.0% |
| All | +120.5% | +60.5% | +60.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling