+255.1%
PFE vs URA
-53.7%
+308.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -2.4% |
| 7D | -0.2% | -13.3% | +13.0% | +1.4% |
| 30D | +8.7% | -25.9% | +34.5% | +12.3% |
| 3M | +15.8% | -27.8% | +43.5% | +19.8% |
| 6M | +16.8% | -42.8% | +59.7% | +23.8% |
| YTD | +26.2% | -27.5% | +53.7% | +28.7% |
| 1Y | +29.9% | -35.1% | +65.1% | +34.1% |
| 3Y | +15.9% | +31.1% | -15.1% | +5.7% |
| 5Y | -20.6% | +29.8% | -50.4% | -29.3% |
| 10Y | +65.4% | +265.1% | -199.8% | +14.3% |
| All | +255.1% | -53.7% | +308.8% | +226.4% |
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 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