-35.0%
AUR vs PR
+468.8%
-503.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +11.1% | -0.8% | +12.0% | +11.4% |
| 30D | -6.9% | +11.3% | -18.1% | -9.9% |
| 3M | +5.5% | +24.1% | -18.6% | -1.7% |
| 6M | +41.0% | +25.4% | +15.6% | +29.5% |
| YTD | +69.3% | +71.2% | -1.9% | +40.8% |
| 1Y | +14.0% | +78.6% | -64.6% | -6.9% |
| 3Y | +90.1% | +85.2% | +4.8% | +52.4% |
| 5Y | -34.4% | +419.0% | -453.4% | -55.3% |
| All | -35.0% | +468.8% | -503.8% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling