+49.6%
PFE vs URA
+307.1%
-257.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.1% |
| 7D | -4.7% | +4.3% | -9.0% | -5.1% |
| 30D | +3.4% | -11.7% | +15.1% | +4.3% |
| 3M | +9.2% | -23.5% | +32.8% | +11.5% |
| 6M | +15.8% | -37.8% | +53.6% | +20.1% |
| YTD | +23.4% | -19.6% | +43.1% | +24.1% |
| 1Y | +25.8% | -24.8% | +50.6% | +27.1% |
| 3Y | +17.8% | +47.0% | -29.1% | +7.7% |
| 5Y | -20.2% | +35.4% | -55.5% | -27.6% |
| 10Y | +49.6% | +302.3% | -252.8% | -5.1% |
| All | +49.6% | +307.1% | -257.6% | -5.1% |
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