+20.9%
PFE vs URA
+41.9%
-21.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +5.3% | -14.8% | +20.1% | +5.5% |
| 3M | +10.1% | -25.3% | +35.4% | +10.4% |
| 6M | +18.0% | -39.9% | +58.0% | +18.7% |
| YTD | +25.8% | -22.4% | +48.2% | +25.7% |
| 1Y | +28.4% | -29.0% | +57.4% | +28.4% |
| 3Y | +20.9% | +41.0% | -20.1% | +16.9% |
| All | +20.9% | +41.9% | -21.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling