+92.7%
PAAS vs URA
-31.1%
+123.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | -2.9% | +1.1% | -4.0% | -3.4% |
| 30D | +6.8% | +7.4% | -0.6% | +2.9% |
| 3M | -2.9% | -8.4% | +5.5% | +1.5% |
| 6M | -16.4% | -12.7% | -3.7% | -10.7% |
| YTD | 0.0% | +7.8% | -7.8% | -3.7% |
| 1Y | +54.3% | +19.5% | +34.9% | +39.8% |
| 3Y | +230.7% | +116.4% | +114.3% | +116.8% |
| 5Y | +111.6% | +134.3% | -22.6% | +25.3% |
| 10Y | +211.7% | +359.3% | -147.5% | +21.0% |
| All | +92.7% | -31.1% | +123.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling