-23.1%
PFE vs URA
+37.5%
-60.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -3.0% | +2.9% | -5.8% | -3.1% |
| 30D | +5.2% | -10.8% | +16.0% | +5.6% |
| 3M | +12.2% | -25.5% | +37.8% | +13.5% |
| 6M | +17.8% | -41.2% | +59.0% | +20.4% |
| YTD | +26.2% | -21.3% | +47.5% | +26.4% |
| 1Y | +23.2% | -25.7% | +48.9% | +23.7% |
| 3Y | +21.3% | +43.1% | -21.8% | +13.8% |
| 5Y | -23.1% | +35.6% | -58.7% | -33.5% |
| All | -23.1% | +37.5% | -60.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling