+28.4%
PFE vs URA
-30.3%
+58.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +5.3% | -14.8% | +20.1% | +5.4% |
| 3M | +10.1% | -25.3% | +35.4% | +10.3% |
| 6M | +18.0% | -39.9% | +58.0% | +18.6% |
| YTD | +25.8% | -22.4% | +48.2% | +23.7% |
| 1Y | +28.4% | -29.0% | +57.4% | +26.4% |
| All | +28.4% | -30.3% | +58.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling