-56.5%
AUR vs PR
+225.0%
-281.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +8.8% |
| 7D | +1.1% | -16.4% | +17.6% | +7.4% |
| 30D | -22.9% | -1.9% | -21.0% | -22.8% |
| 3M | -35.0% | +8.0% | -42.9% | -37.4% |
| 6M | -39.3% | +4.1% | -43.4% | -41.4% |
| YTD | +14.8% | +58.7% | -43.9% | -6.7% |
| 1Y | +4.3% | +75.8% | -71.6% | -18.7% |
| 3Y | +125.0% | +73.2% | +51.8% | +74.6% |
| All | -56.5% | +225.0% | -281.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling