+11.1%
PL vs URA
+27.0%
-15.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.3% | -4.9% | -6.4% |
| 7D | -20.5% | -13.3% | -7.3% | -11.9% |
| 30D | -38.8% | -25.9% | -12.9% | -24.1% |
| 3M | -49.1% | -27.8% | -21.4% | -36.2% |
| 6M | -69.4% | -42.8% | -26.5% | -54.2% |
| YTD | -42.3% | -27.5% | -14.8% | -26.0% |
| 1Y | -14.2% | -35.1% | +20.9% | +18.9% |
| 3Y | +398.7% | +31.1% | +367.6% | +329.5% |
| 5Y | +11.1% | +29.8% | -18.6% | -18.2% |
| All | +11.1% | +27.0% | -15.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling