+455.3%
PL vs URA
+36.0%
+419.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.4% | +6.0% | +7.0% |
| 7D | -6.8% | -4.1% | -2.7% | -3.3% |
| 30D | -29.3% | -19.0% | -10.3% | -16.2% |
| 3M | -44.8% | -25.1% | -19.6% | -31.1% |
| 6M | -68.4% | -44.5% | -23.9% | -50.0% |
| YTD | -36.4% | -24.3% | -12.0% | -18.9% |
| 1Y | +0.7% | -28.1% | +28.8% | +33.8% |
| 3Y | +455.3% | +40.7% | +414.6% | +357.4% |
| All | +455.3% | +36.0% | +419.3% | +357.4% |
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 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