+668.5%
PBR vs URA
+361.2%
+307.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +3.6% |
| 7D | +4.2% | -1.5% | +5.8% | +4.8% |
| 30D | +22.7% | -0.4% | +23.1% | +22.2% |
| 3M | +21.5% | +6.3% | +15.3% | +16.8% |
| 6M | +24.0% | -14.0% | +38.0% | +26.6% |
| YTD | +88.2% | +5.3% | +82.9% | +74.0% |
| 1Y | +74.8% | +11.7% | +63.1% | +53.0% |
| 3Y | +105.1% | +109.8% | -4.7% | +23.0% |
| 5Y | +572.2% | +108.0% | +464.3% | +267.4% |
| All | +668.5% | +361.2% | +307.3% | +125.1% |
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