+185.5%
PAAS vs URA
+289.1%
-103.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -4.4% |
| 7D | +4.2% | +0.3% | +3.9% | +3.8% |
| 30D | -13.8% | -14.8% | +1.0% | -6.7% |
| 3M | -22.7% | -25.3% | +2.6% | -10.9% |
| 6M | -32.1% | -39.9% | +7.8% | -12.8% |
| YTD | -22.3% | -22.4% | +0.1% | -11.7% |
| 1Y | +7.7% | -29.0% | +36.6% | +26.9% |
| 3Y | +214.0% | +41.0% | +173.0% | +160.3% |
| 5Y | +63.2% | +38.3% | +24.9% | +31.2% |
| 10Y | +185.5% | +276.1% | -90.5% | +7.9% |
| All | +185.5% | +289.1% | -103.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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