+238.2%
PFE vs URA
-31.1%
+269.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +10.2% | +7.4% | +2.8% | +9.2% |
| 3M | +12.7% | -8.4% | +21.1% | +13.4% |
| 6M | +10.5% | -12.7% | +23.3% | +11.5% |
| YTD | +20.2% | +7.8% | +12.4% | +17.4% |
| 1Y | +24.1% | +19.5% | +4.6% | +18.6% |
| 3Y | -3.6% | +116.4% | -120.0% | -17.3% |
| 5Y | -20.9% | +134.3% | -155.1% | -35.3% |
| 10Y | +35.8% | +359.3% | -323.4% | -7.3% |
| All | +238.2% | -31.1% | +269.3% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling