+46.2%
PFE vs URA
+289.1%
-242.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +5.3% | -14.8% | +20.1% | +6.6% |
| 3M | +10.1% | -25.3% | +35.4% | +12.6% |
| 6M | +18.0% | -39.9% | +58.0% | +22.7% |
| YTD | +25.8% | -22.4% | +48.2% | +26.8% |
| 1Y | +28.4% | -29.0% | +57.4% | +30.4% |
| 3Y | +20.9% | +41.0% | -20.1% | +11.0% |
| 5Y | -21.5% | +38.3% | -59.8% | -29.1% |
| 10Y | +46.2% | +276.1% | -229.8% | -2.5% |
| All | +46.2% | +289.1% | -242.8% | -2.5% |
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