+26.8%
PL vs URA
+104.0%
-77.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.4% | +6.0% | +7.7% |
| 7D | -6.8% | -4.1% | -2.7% | -4.0% |
| 30D | -29.3% | -19.0% | -10.3% | -19.0% |
| 3M | -44.8% | -25.1% | -19.6% | -33.9% |
| 6M | -68.4% | -44.5% | -23.9% | -54.2% |
| YTD | -36.4% | -24.3% | -12.0% | -22.0% |
| 1Y | +0.7% | -28.1% | +28.8% | +27.6% |
| 3Y | +455.3% | +40.7% | +414.6% | +391.9% |
| 5Y | +22.7% | +35.5% | -12.8% | 0.0% |
| All | +26.8% | +104.0% | -77.2% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling