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  • URI vs PFGC✓SelectedUSD · PFGCURI vs PFGC performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

URI vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,646.9%
PFGC return
+419.1%
Excess return
+1,227.8%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D+1.6%-0.5%+2.1%+1.8%
7D-2.0%-2.2%+0.2%-1.2%
30D-12.9%-11.9%-1.0%-8.7%
3M-6.7%+5.0%-11.7%-9.0%
6M+19.0%+8.6%+10.4%+14.3%
YTD+25.5%+9.7%+15.8%+19.2%
1Y+5.5%-6.3%+11.8%+6.3%
3Y+111.3%+58.2%+53.1%+73.0%
5Y+198.6%+110.4%+88.1%+115.0%
10Y+1,179.9%+272.8%+907.2%+632.6%
All+1,646.9%+419.1%+1,227.8%+856.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling