+449.1%
PL vs URA
+114.7%
+334.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.8% |
| 7D | -9.3% | +1.1% | -10.4% | -10.2% |
| 30D | -18.9% | +7.4% | -26.3% | -23.5% |
| 3M | -58.4% | -8.4% | -50.0% | -55.1% |
| 6M | -30.3% | -12.7% | -17.6% | -22.7% |
| YTD | -8.1% | +7.8% | -15.9% | -10.9% |
| 1Y | +180.5% | +19.5% | +161.0% | +155.0% |
| All | +449.1% | +114.7% | +334.3% | +248.6% |
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