+14.3%
PFE vs URA
+36.0%
-21.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.7% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | +5.0% | -19.0% | +24.0% | +5.1% |
| 3M | +12.2% | -25.1% | +37.3% | +12.5% |
| 6M | +14.6% | -44.5% | +59.1% | +15.3% |
| YTD | +24.1% | -24.3% | +48.4% | +24.0% |
| 1Y | +26.6% | -28.1% | +54.7% | +26.4% |
| 3Y | +14.3% | +40.7% | -26.4% | +11.0% |
| All | +14.3% | +36.0% | -21.6% | +11.0% |
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