+50.7%
PFE vs URA
+277.9%
-227.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -3.0% | +2.9% | -5.8% | -3.2% |
| 30D | +5.2% | -10.8% | +16.0% | +6.1% |
| 3M | +12.2% | -25.5% | +37.8% | +14.8% |
| 6M | +17.8% | -41.2% | +59.0% | +22.7% |
| YTD | +26.2% | -21.3% | +47.5% | +27.0% |
| 1Y | +23.2% | -25.7% | +48.9% | +24.5% |
| 3Y | +21.3% | +43.1% | -21.8% | +11.2% |
| 5Y | -23.1% | +35.6% | -58.7% | -30.3% |
| 10Y | +50.7% | +281.3% | -230.6% | +2.6% |
| All | +50.7% | +277.9% | -227.2% | +2.6% |
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