+52.3%
PAAS vs URA
-53.7%
+106.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | +0.5% |
| 7D | -0.4% | -13.3% | +12.9% | +7.0% |
| 30D | -11.6% | -25.9% | +14.3% | +2.8% |
| 3M | -15.6% | -27.8% | +12.2% | -0.6% |
| 6M | -19.1% | -42.8% | +23.7% | +7.2% |
| YTD | -20.9% | -27.5% | +6.6% | -7.0% |
| 1Y | +21.3% | -35.1% | +56.4% | +49.8% |
| 3Y | +177.4% | +31.1% | +146.3% | +135.0% |
| 5Y | +71.3% | +29.8% | +41.6% | +39.5% |
| 10Y | +181.5% | +265.1% | -83.7% | +22.0% |
| All | +52.3% | -53.7% | +106.0% | +60.0% |
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