+203.4%
URI vs PFGC
+111.4%
+92.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.0% |
| 30D | -12.9% | -11.9% | -1.0% | -7.8% |
| 3M | -6.7% | +5.0% | -11.7% | -9.6% |
| 6M | +19.0% | +8.6% | +10.4% | +13.0% |
| YTD | +25.5% | +9.7% | +15.8% | +17.2% |
| 1Y | +5.5% | -6.3% | +11.8% | +6.4% |
| 3Y | +111.3% | +58.2% | +53.1% | +61.6% |
| All | +203.4% | +111.4% | +92.0% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling