+20.6%
PG vs URA
+35.4%
-14.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.0% |
| 7D | +2.7% | -1.5% | +4.2% | +2.6% |
| 30D | +9.2% | -10.4% | +19.6% | +8.7% |
| 3M | +18.5% | -29.6% | +48.1% | +17.0% |
| 6M | +21.1% | -40.3% | +61.3% | +19.2% |
| YTD | +21.9% | -25.5% | +47.4% | +21.2% |
| 1Y | +18.1% | -26.4% | +44.5% | +17.5% |
| 3Y | +20.6% | +31.4% | -10.9% | +17.7% |
| All | +20.6% | +35.4% | -14.8% | +17.7% |
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