+314.9%
PG vs URA
-52.4%
+367.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +2.7% | -1.5% | +4.2% | +2.7% |
| 30D | +9.2% | -10.4% | +19.6% | +9.9% |
| 3M | +18.5% | -29.6% | +48.1% | +21.1% |
| 6M | +21.1% | -40.3% | +61.3% | +25.0% |
| YTD | +21.9% | -25.5% | +47.4% | +23.0% |
| 1Y | +18.1% | -26.4% | +44.5% | +19.1% |
| 3Y | +20.6% | +31.4% | -10.9% | +13.0% |
| 5Y | +31.8% | +28.6% | +3.2% | +21.9% |
| 10Y | +166.5% | +260.9% | -94.4% | +106.6% |
| All | +314.9% | -52.4% | +367.3% | +269.4% |
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