-36.0%
AUR vs PR
+433.6%
-469.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +8.7% | +2.9% | +5.8% | +7.6% |
| 30D | -5.2% | +18.0% | -23.3% | -10.6% |
| 3M | -7.3% | +16.9% | -24.2% | -12.8% |
| 6M | +41.2% | +28.2% | +13.0% | +26.8% |
| YTD | +65.1% | +69.3% | -4.2% | +33.7% |
| 1Y | +13.4% | +69.5% | -56.1% | -8.8% |
| 3Y | +98.1% | +81.7% | +16.4% | +53.9% |
| All | -36.0% | +433.6% | -469.6% | -60.2% |
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