+179.2%
URI vs PFGC
+121.6%
+57.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | -9.8% | +8.5% | -18.3% | -13.7% |
| 30D | +1.7% | +15.0% | -13.3% | -5.4% |
| 3M | -9.1% | -6.2% | -2.9% | -7.1% |
| 6M | +9.9% | +15.7% | -5.9% | +0.8% |
| YTD | +31.2% | +19.6% | +11.7% | +16.6% |
| 1Y | +25.9% | +13.2% | +12.7% | +14.9% |
| 3Y | +147.4% | +77.0% | +70.4% | +77.0% |
| All | +179.2% | +121.6% | +57.6% | +72.5% |
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