+255.5%
PG vs URA
-31.1%
+286.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | -0.2% | +7.4% | -7.6% | -0.8% |
| 3M | +4.8% | -8.4% | +13.2% | +5.2% |
| 6M | -6.1% | -12.7% | +6.6% | -5.6% |
| YTD | +4.5% | +7.8% | -3.3% | +2.9% |
| 1Y | -5.3% | +19.5% | -24.8% | -8.0% |
| 3Y | +2.6% | +116.4% | -113.9% | -7.5% |
| 5Y | +15.6% | +134.3% | -118.7% | +1.0% |
| 10Y | +118.0% | +359.3% | -241.2% | +67.3% |
| All | +255.5% | -31.1% | +286.6% | +209.0% |
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