+99.9%
PBR vs URA
-52.4%
+152.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -29.3% | -10.4% | -18.9% | -26.2% |
| 3M | +5.5% | -29.6% | +35.2% | +21.4% |
| 6M | -2.9% | -40.3% | +37.4% | +18.0% |
| YTD | +61.5% | -25.5% | +87.0% | +69.3% |
| 1Y | +46.9% | -26.4% | +73.3% | +53.7% |
| 3Y | +66.4% | +31.4% | +35.0% | +14.7% |
| 5Y | +460.3% | +28.6% | +431.7% | +259.6% |
| 10Y | +564.6% | +260.9% | +303.7% | +88.6% |
| All | +99.9% | -52.4% | +152.3% | +32.7% |
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