+97.3%
PBR vs URA
-51.6%
+148.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +3.3% |
| 7D | -3.7% | +4.5% | -8.2% | -6.0% |
| 30D | -29.0% | -13.4% | -15.6% | -24.8% |
| 3M | +4.9% | -28.4% | +33.3% | +19.7% |
| 6M | -8.4% | -40.5% | +32.0% | +11.6% |
| YTD | +59.4% | -24.3% | +83.6% | +65.9% |
| 1Y | +45.5% | -28.8% | +74.3% | +54.9% |
| 3Y | +67.4% | +37.6% | +29.8% | +12.6% |
| 5Y | +453.0% | +30.7% | +422.3% | +252.4% |
| 10Y | +555.9% | +266.8% | +289.2% | +84.8% |
| All | +97.3% | -51.6% | +148.9% | +30.0% |
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